000			02789cam a2200325 i 4500
001			20802239
003			OSt
005			20260108092235.0
008			190107s2019 enk b 001 0 eng
010			_a 2018050049
020			_a9781138389670 (pbk. : alk. paper)
040			_aDLC _beng _cDLC _erda _dDLC
042			_apcc
082	0	0	_a330.0151 _223 _bSUL
100	1		_aSul, Donggyu _d1965- _eauthor.
245	1	0	_aPanel data econometrics : _bCommon factor analysis for empirical researchers / _cDonggyu Sul.
250			_a1 Edition.
264		1	_aAbingdon, Oxon ; _aNew York, NY : _bRoutledge, Taylor & Francis Group, _c2019.
300			_axiii, 150 pages ; _c24 cm
336			_atext _btxt _2rdacontent
365			_bRs. 3743.00
504			_aIncludes bibliographical references and index.
505	0		_aBasic structure of panel data -- Statistical models for cross sectional dependence -- Factor number identification -- Decomposition of panel : estimation of common and idiosyncratic -- Identification of common factors -- Static and dynamic relationships -- Convergence -- Appendix: basic panel regressions -- References -- Index.
520			_aIn the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims to help applied researchers to run panel regressions correctly and avoid common mistakes. The book explains how to model cross-sectional dependence, how to estimate a few key common variables, and how to identify them. It also provides guidance on how to separate out the long-run relationship and common dynamic and idiosyncratic dynamic relationships from a set of panel data. Aimed at applied researchers who want to learn about panel data econometrics by running statistical software, this book provides clear guidance and is supported by a full range of online teaching and learning materials. It includes practice sections on MATLAB, STATA, and GAUSS throughout, along with short and simple econometric theories on basic panel regressions for those who are unfamiliar with econometric theory on traditional panel regressions.
650		0	_aPanel analysis.
650		0	_aEconometric models.
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c113895 _d113895