Econometric Analysis of Panel Data

Provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroskedasticity, simultaneous equations, dynamic models and incomplete panels. Includes extensive coverage of estimation, testing and prediction methods using panel data. The author uses two data sets to illustrate the techniques and cites several empirical studies so that readers can relate econometric methods with economic applications. Packed with exercises which proceed from single equation to simultaneous equation techniques.