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Analysis of panel data. (English) Zbl 0608.62145
Econometric Society Monographs, No. 11. Cambridge etc.: Cambridge University Press. X, 246 p. (1986).
This introductory monograph deals with the analysis of panel data, that is when a fixed cross section of individuals is observed over time. The author examines a number of different model specifications which allow for differences in behaviour across individuals as well as over time. Among these are: variable intercept models, variable-coefficient models, simultaneous equation models. The models are mainly for continuous response, but discrete response is discussed in a separate chapter. Some emphazis is also given to incomplete panel data.
Reviewer: J.Lillestøl

MSC:
62P20 Applications of statistics to economics
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62-07 Data analysis (statistics) (MSC2010)
62J05 Linear regression; mixed models