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. …

In this paper we propose a simple extension to the panel case of the covariate-augmented Dickey Fuller (CADF) test for … with respect to other popular panel approaches. A procedure to compute the asymptotic p-values of Hansen’s CADF test is … hypothesis and the presence of a unit root in international industrial production indices. -- unit root ; panel data …

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 …