Analysis of Panel Data

This book provides a comprehensive coherent and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models pseudo-panels duration and count data models quantile analysis and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.