PANEL DATA MODELS ACROSS STATA Econometric Books

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347 pages


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PANEL DATA MODELS ACROSS STATA  by  Econometric Books

PANEL DATA MODELS ACROSS STATA by Econometric Books
| Kindle Edition | PDF, EPUB, FB2, DjVu, AUDIO, mp3, RTF | 347 pages | ISBN: | 8.41 Mb

The data panels are a special type of samples in which the behavior of a certain number of economic agents is followed over time. In this way, the researcher can perform economic analysis and specify models with the data of cross section that areMoreThe data panels are a special type of samples in which the behavior of a certain number of economic agents is followed over time.

In this way, the researcher can perform economic analysis and specify models with the data of cross section that are obtained when all operators are considered in an instant of time. Different patterns of behaviour of all agents together studied in the different temporal moments may thus be assessed. Alternatively, you can perform the same analysis considering time series given by the evolution of each economic agent throughout all the periods of the sample. This book explores the panel data econometrics through STATA.The content is de next:PANEL DATA MODELS1.1 Introduction TO PANEL data: Data structures1.2 ECONOMETRIC Models with PANEL data1.3 Panel DATA Models with constant coefficients1.4 Panel DATA Models WITH Fixed effects1.5 PANEL DATA Models WITH Random effects1.6 DYNAMIC PANEL data Models1.7 LOGIT and PROBIT PANEL DATA ModelsPANEL data models with STATA2.1 Stata And PANEL data models2.2 Examples MODELS with PANEL data2.3 Logit, probit and Poisson models with panel data2.4 Estimation of dynamic panels using the Arellano - Bond methodologyLINEAR REGRESSION ESTIMATORS IN PANEL DATA MODELS3.1 STATA COMMANDS IN PANEL DATA MODELS LINEAR REGRESSION3.2 FIXED AN RANDOM EFFECTS, AND POPULATION-AVERAGED EFECTS LINEAR MODELS.

XTREG3.3 PANELS WITH AUTOCORRELATION. XTREGAR3.4 HETEROSKEDASTICITY AN AUTOCORRELATION IN PANEL DATA MODELS. XTGLS3.5 PANEL-CORRECTED STANDARD ERRORS. XTPCSE3.6 INSTRUMENTAL VARIABLES AND TWO-STAGE LEAST SQUARES IN PANEL DATA. XTIVREG3.7 panel-data models with random coefficients. XTRC3.8 panel-data models with multilevel mixed effects. XTMIXED3.9 ERROR-COMPONENTS MODEL across Hausman–Taylor estimator. XTHTAYLOR3.10 Stochastic frontier models for panel data. XTFRONTIERDYNAMIC PANEL DATA Models4.1 ESTIMATORS FOR DYNAMIC PANEL DATA MODELS4.2 ARELLANO-BOND LINEAR DYNAMIC PANEL DATA.

XTABOND COMMAND4.3 LINEAR DYNAMIC PANEL-DATA ESTIMATION. XTPD4.4 ARELLANO–BOVER/BLUNDELL–BOND LINEAR DYNAMIC PANEL-DATA ESTIMATION. XTDPDSYSLOGIT AND PROBIT PANEL DATA Models5.1 METHODOLOGICAL NOTES5.2 STATA COMMAnds FOR ESTIMATE LOGIT AND PROBIT PANEL DATA MODELS5.3 Fixed-effects, random-effects, and population-averaged logit models.

XTLOGIT5.4 Random-effects and population-averaged probit models. Xtprobit5.5 Random-effects and population-averaged cloglog models. xtcloglog:5.6 Multilevel mixed-effects logistic regression. XtmelogitCENSORED AND COUNT Panel DATA MODELS. TOBIT, POISSON AND NEGATIVE BINOMIAL MODELS6.1 CENSORED AND COUNT PANEL DATA MODELS6.2 CENSORED PANEL DATA MODELS6.3 COUNT PANEL DATA MODELSSTATA, ECONOMETRIC MODELS, PANEL DATA MODELS, DYNAMIC PANELS, FIXED AND RANDOM EFFECT



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