Panel data model with stationary and nonstationary regressors and error terms -- Panel time trend model with stationary … -- Weak instruments in panel data models -- Incidental parameters problem in panel data models -- Bibliography -- Index. …

This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for … alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models. …

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has … become established as the leading textbook for postgraduate courses in panel data._ This new edition reflects the rapid … developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring …