The Oxford handbook of panel data (Q2799502)

This Oxford handbook of panel data is edited by Badi Baltagi, and Michael Szernberg and Lall Ramrattan served as consulting editors for it. With its 38 contributors who wrote the 20 chapters of this handbook, it covers almost all what is known about models, methods and applications of panel data.NEWLINENEWLINEThe editor wrote 5 pages of introduction, where for each of the 20 chapters, a short summary is given.NEWLINENEWLINETo show the character of this handbook, here the contents of Chapter 1 will be given, the other chapters are similar in style. Chapter 1 is written by Alexander Chudik and M. Hashem Pesaran: ``Large panel data models with cross-sectional dependence''. It reviews econometric methods for large linear panel data models subject to error cross-sectional dependence. It covers common factor models, principal component estimators, common correlated effects estimators, and their application to unbalanced panels.NEWLINENEWLINEFrom the publisher's description: ``The handbook examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier.''