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Cover Image Econometric Analysis of Panel Data, 3rd Edition
Badi H. Baltagi




0470 01456 3  320pp  April 2005  Paperback


"This is a definitive book written by one of the architects of modern panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly. Since it's first publication in 1995, it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data."
Professor Kajal Lahiri – State University of New York, Albany, USA.

Econometric Analysis of Panel Data has become established as one of the leading textbooks for students of Panel Data.

The significantly revised and updated third edition from one of the leading researchers and writers in this field builds upon the success of previous editions, and includes the most recent empirical examples from Panel Data literature.

Updated topics include dynamic panels, nonstationary panels, limited dependent variable models, heteroskedastic panels, heterogeneous panels and spatial panels.

Other notable features of this third edition:

• Chapter 12 on nonstationary panels has been completely rewritten and updated to include the recent unit root panel tests with cross-section dependence, and an empirical application is given on purchasing power parity, which is illustrated using Eviews.
• An empirical example on nursing labour supply has been added, illustrating limited dependent variables methods with panel data.
• Additional exercises have been added to each chapter and their solutions will be provided on the website.
• A simultaneous equation on crime has been added and is illustrated with STATA.
• Material on Heteroskedasticity in panels is completely revised and updated with recent estimation and testing results.

Badi H. Baltagi is Professor of Economics at Texas A&M University


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