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Modern Panel Data Econometrics: A Practical Approach Using Stata
Paperback
Series: Chapman and Hall/CRC Statistics in Business and Economics
EconomicsProbability & Statistics
ISBN13: 9781032986524
Publisher: CRC Press
Published: Dec 15 2026
Pages: 260
Language: English
This is a book about a modern treatment of panel data econometrics. It focuses on the most recent advances in panel econometrics with Dynamic Panel Data, Long Panel Data, Panel VAR, Stochastic Frontier Model and Quasi Experiment Method. These themes have emerged and are quickly getting popularity as panel data is more accessible and a sharp increase in both computing power and its efficiency.
The author first lays out a solid foundation by presenting basic data handling and classic linear regression model. Some of the key topics such as Dynamic Panel Data, covers the most essential elements starting from endogeneity concept, AB Theorem, AB estimator and related key development and diagnostic. On Long Panel Data, issues like nonstationary, cointegration, slope heterogeneity and cross section dependence explored with the current literature for estimation. Panel VAR, another popular econometric method is studied with the implementation in panel data setting. Readers will learn about the rationale and reasoning of the various econometric principles, in a narrative manner with sufficient mathematical-statistical terminology. This allows for the contemporary themes in econometrics, to be learnt in a in user-friendly manner. The book strongly emphasizes the practical application of various methods with actual data, using a leading statistical software (STATA). The methods and corresponding syntaxes help the reader to develop a good understanding with a software which is point-and-click and programmable.
This book would appeal to the student taking higher education econometrics courses. Practitioners can also use this book as a companion to answer How to Questions in doing econometrics work with STATA.
1 different editions
Also available
Modern Panel Data Econometrics: A Practical Approach Using Stata
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Also from
Ariefianto, Moch Doddy
Modern Panel Data Econometrics: A Practical Approach Using Stata
Ariefianto, Moch Doddy
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