Econometric Analysis of Panel Data,

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3rd Edition
Data sets

Badi H. Baltagi

Solutions
manual

0470 01456 3 320pp April 2005

"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.

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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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0471 49937 4

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304pp

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This substantially revised second edition of the leading graduate textbook on panel data provides
a reworked coverage of panel data techniques from a key author in this field. Updated topics
include dynamic panels, limited dependent variable panel data models, spatial panels, GMM
estimation, prediction in panels, serial correlation, heteroskedasticity, nested error component
models, pseudo panels, rotating panels, unbalanced panels and heterogeneous dynamic panels.
New material has been added to include:

nonstationary panels with illustrations of their applications in economics including unit

roots in panels and cointegration in panels

spatial panel data models

web site addresses for panel data sources

recent empirical studies and worked examples using standard software

Packed with additional exercises, which can be assigned for classroom use, the author proceeds
from single equation methods to simultaneous equation methods, making this text entirely
accessible to graduate students.
A review of the first edition of Econometric Analysis of Panel Data

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 its 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

Written by one of the worlds leading researchers and writers in the field , Econometric
Analysis of Panel Data has become established as the leading textbook for postgraduate
courses in panel data. This new edition reflects the rapid developments in the field covering
the vast research that has been conducted on panel data since its initial publication. Featuring
the most recent empirical examples from panel data literature, data sets are also provided as
well as the programs to implement the estimation and testing procedures described in the
book. These programs will be made available via an accompanying website which will also
contain solutions to end of chapter exercises that will appear in the book.
The text has been fully updated with new material on dynamic panel data models and recent
results on nonlinear panel models and in particular work on limited dependent variables
panel data models.

Product Description

From the Back Cover

Praise for Econometric Analysis of Panel Data, 4th Edition
"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 its 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
"Econometric Analysis of Panel Data is a classic in its field, used by
researches and graduate students throughout the world. In this new
edition, Professor Baltagi has incorporated extensive new material,
reflecting recent advances in the panel data literature in areas such as
dynamic (including nonstationary) and limited dependent variable panel
data models. It is an invaluable read for anyone interested in panel data."
Professor Gary Koop

"Panel data econometrics is in its ascendancy, combining the power of

cross section averaging with all the subtleties of temporal and spatial
dependence. Badi Baltagi provides a remarkable roadmap of this
fascinating interface of econometric method, enticing the novitiate with
technical gentleness, the expert with comprehensive coverage and the
practitioner with many empirical applications."
Professor Peter C.B. Phillips
"This book is the most comprehensive work available on panel data. It is
written by one of the leading contributors to the field, and is notable for
its encyclopedic coverage and its clarity of exposition. It is useful to
theorists and to people doing applied work using panel data. It is valuable
as a text for a course in panel data, as a supplementary text for more
general courses in econometrics, and as a reference."
Professor Peter Schmidt
"In this new edition Baltagi covers many of he recent developments in the
literature on econometric analysis of panel data models. it is aimed at
graduate students but many of its introductory chapters cold also be
helpful to advanced undergraduates and applied researchers across many
disciplines including economics, finance, sociology, and politics. Baltagi
has a gift of explaining difficult concepts and ideas in a simple language,
accessible to researchers and students alike. It is a timely and welcome
addition to a growing literature."
Professor M. Hashem Pesaran
Supplementary materials are available on the accompanying
website:www.wileyeurope.com/college/baltagi
About the Author
Badi H. Baltagi is Professor of Econometrics at Texas A&M University,
USA
About the book:
Econometric Analysis of Panel Data Badi H. Baltagi This new text provides students with a
comprehensive assessment of the latest panel data techniques, especially for serial correlation,
heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The book
includes extensive coverage of estimation, testing and prediction methods using panel data. Baltagi
uses two data sets to illustrate the techniques used and cites several empirical studies using panel
techniques, so that the reader can relate the econometric methods with the economic applications.
Packed with exercises which can be assigned for classroom use, the author proceeds from single
equation methods to simultaneous equation methods, making this text entirely accessible to students.

ISBN is

9780471953005 / 0471953008
Econometric Analysis of Panel Data
by Baltagi, Badi H.
Publisher:Wiley
Edition:Softcover
Language:English
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Econometric Analysis of Panel Data: Badi H. Baltagi

John Wiley & Sons Canada, Limited | ISBN: 0470014563 | 2005 | PDF
(OCR) | 314 pages | 3.14 Mb

This new edition of this established textbook reflects the rapid

developments in the field covering the vast research that has been
conducted on panel data since its initial publication. The book is packed
with the most recent empirical examples from panel data literature, for
example, a simultaneous equation on Crime will be added to chapter 7,
which will be illustrated with STATA. Data sets will be provided as well
as the programs to implement the estimation and testing procedures
described in the book on the web site. Additional exercises will be added
to each chapter and their solutions will be provided on the web site.
"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.

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