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...

Preface -- Introduction to probability and statistics -- Foundation of probability theory -- Random variables and univariate probability distributions -- Important probability distributions -- Multivariate probability distributions -- Introduction to sampling theory -- Convergences and limit...