Wavelet analysis is a new mathematical tool developed as a unified field of science over the last decade. As spatially adaptive analytic tools, wavelets are useful for capturing serial correlation where the spectrum has peaks or kinks, as can arise from persistent/strong dependence, seasonality...

This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some...

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the...