| 《面板数据分析》(第2版)“迄今为止关于Panel Data模型的最全面、系统、深入的教科书……该书的出版，无疑是填补国内现代计量经济学教科书的一个空白。” ——清华大学经济管理学院教授 李子奈 |
| 萧政，是南加州大学经济学教授。本书的第1版已经成为经济学文献中有关面板数据的标准介绍。他还是《经济计量模型、技术与应用》一书的合作者，并与他人共同主编了《面板模型和受限因变量模型分析》及《非线性统计推断》等著作。他是计量经济学会的成员以及《计量经济学杂志》的主编和会员。 |
| Preface to the Second Edition Preface to the First Edition Charpter 1 Introduction 1.1 Advantages of Panel Data 1.2 Issues Involved in Utilizing Panel Data 1.3 Out of the Monograph Charpter 2 Analysis of Covariance 2.1 Introduction 2.2 Analysis of Covariance 2.3 An Example Charpter 3 Simple Regression with Variable Intercepts 3.1 Introduce 3.2 Fixed-Effects Models:Least-Squares Dummy-Variable 3.3 Random-Effects Models:Estimation of Varinace-Components Models 3.4 Fixed Effects or Random Effects 3.5 Tests for Misspecification 3.6 Model with Specific Variables and Both Individual-and Time-Specific Effects 3.7 Heteroscedasticity 3.8 Models with Serially Correlated Errors 3.9 Models with Arbitrary Error Structure -Chamberlain π Aprroach Charpter 4 Dynamic Models with Variable Intercepts 4.1 Introduce 4.2 The Covariance Estimator 4.3 Random-Effects Models 4.4 An Example 4.5 Fixed-Effects Models 4.6 Estimation of Dynamic Models with Arbitary Correlations in the Residuals 4.7 Fixed-Effects Vector Autoregressive Models Charpter 5 Simultaneous-Equations Models Charpter 6 Varible-Coefficient Models Charpter 7 Discrete Data Charpter 8 Truncated and Censored Data Charpter 9 Incomplete Panel Data Charpter 10 Miscellaneous Topics Charpter 11 A Summary View Notes References Author Index Subject Index |
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