Share

The Econometric Analysis of Non-Stationary Spatial Panel Data

2019-03-27 Business & Economics
Download The Econometric Analysis of Non-Stationary Spatial Panel Data PDF Online Free

Author :
Release : 2019-03-27
Genre : Business & Economics
Kind : eBook
Book Rating : 146/5 ( reviews)

GET EBOOK


Book Synopsis The Econometric Analysis of Non-Stationary Spatial Panel Data by : Michael Beenstock

Download or read book The Econometric Analysis of Non-Stationary Spatial Panel Data written by Michael Beenstock. This book was released on 2019-03-27. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.

The Econometric Analysis of Non-stationary Spatial Panel Data

2019 Electronic books
Download The Econometric Analysis of Non-stationary Spatial Panel Data PDF Online Free

Author :
Release : 2019
Genre : Electronic books
Kind : eBook
Book Rating : 157/5 ( reviews)

GET EBOOK


Book Synopsis The Econometric Analysis of Non-stationary Spatial Panel Data by : Michael Beenstock

Download or read book The Econometric Analysis of Non-stationary Spatial Panel Data written by Michael Beenstock. This book was released on 2019. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with spatially dependent non-stationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial non-stationarity in spatial cross-section data, and a full exposition of non stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel. .

A Companion to Econometric Analysis of Panel Data

2009-06-22 Business & Economics
Download A Companion to Econometric Analysis of Panel Data PDF Online Free

Author :
Release : 2009-06-22
Genre : Business & Economics
Kind : eBook
Book Rating : 030/5 ( reviews)

GET EBOOK


Book Synopsis A Companion to Econometric Analysis of Panel Data by : Badi H. Baltagi

Download or read book A Companion to Econometric Analysis of Panel Data written by Badi H. Baltagi. This book was released on 2009-06-22. Available in PDF, EPUB and Kindle. Book excerpt: ‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

Econometric Analysis of Panel Data

2013-09-23 Business & Economics
Download Econometric Analysis of Panel Data PDF Online Free

Author :
Release : 2013-09-23
Genre : Business & Economics
Kind : eBook
Book Rating : 327/5 ( reviews)

GET EBOOK


Book Synopsis Econometric Analysis of Panel Data by : Badi H. Baltagi

Download or read book Econometric Analysis of Panel Data written by Badi H. Baltagi. This book was released on 2013-09-23. Available in PDF, EPUB and Kindle. Book excerpt: Panel data econometrics has evolved rapidly over the last decade. Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners. Written by one of the world's 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 has been fully revised and updated and includes: A new chapter entitled Spatial Panel Data New empirical applications New material on non-stationary panels. New empirical applications using Stata and EViews. Thoroughly updated References. Additional exercises in each chapter

Econometric Analysis of Panal Data

2001-10-31 Business & Economics
Download Econometric Analysis of Panal Data PDF Online Free

Author :
Release : 2001-10-31
Genre : Business & Economics
Kind : eBook
Book Rating : /5 ( reviews)

GET EBOOK


Book Synopsis Econometric Analysis of Panal Data by : Badi H. Baltagi

Download or read book Econometric Analysis of Panal Data written by Badi H. Baltagi. This book was released on 2001-10-31. Available in PDF, EPUB and Kindle. Book excerpt: 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 and includes new data sets. The use of the standard software packages in the field i.e. STATA, LIMDEP, TSP & SAS are illustrated with new examples. The text has also been fully updated with new material on: non-stationary models, unit roots in panels and cointegration, prediction in panels, serial correlation, heteroskedasticity, and new results on GMM in dynamic panel data models. There is also website providing supplementary material for lecturers.

You may also like...