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Panel data econometrics with R

By: Croissant, Yves.
Contributor(s): Millo, Giovanni [Co author].
Material type: materialTypeLabelBookPublisher: Singapore Wiley 2019Description: xix, 301p. With index.ISBN: 9781118949160.Subject(s): Panel analysis | R--computer program language | EconometricsDDC classification: 330.02855133 Summary: Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website. https://www.wiley.com/en-as/Panel+Data+Econometrics+with+R-p-9781118949184
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Slot 507 (0 Floor, West Wing) Non-fiction 330.02855133 C7P2 (Browse shelf) Checked out 11/03/2020 198988

TABLE OF CONTENTS

1 Introduction

2 The Error Component Model

3 Advanced Error Components Models

4 Tests on Error Component Models

5 Robust Inference and Estimation for Non-spherical Errors

6 Endogeneity

7 Estimation of a Dynamic Model

8 Panel Time Series

9 Count Data and Limited Dependent Variables

10 Spatial Panels

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

https://www.wiley.com/en-as/Panel+Data+Econometrics+with+R-p-9781118949184

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