Essays in Panel Data Econometrics (Hardcover) (ISBN-13: 9780521815345)

This volume collects seven of Nerlove's previously published essays on panel data econometrics written over the past thirty-five years, with a new essay on the history of the subject, which began with George Biddell Airey's monograph in 1861. Since his 1966 Econometrica paper with Pietro Balestra, panel data and methods of econometric analysis have become important in the discipline. The principal factors in the research environment affecting the future course of panel data econometrics are the growth in the computational power available to the individual researcher at his desktop and the ready availability of data sets via the Internet. The best way to formulate statistical models for inference is motivated and shaped by substantive problems and our understanding of the processes generating the data at hand to resolve them. The essays illustrate the substantive context in shaping appropriate methods of inference and the increasing importance of computer-intensive methods.

Author: Marc Nerlove
ISBN-10: 0521815347
ISBN-13: 9780521815345
Publisher: Cambridge University Press
Language: English
Published: 10/14/2002
Pages: 384
Format: Hardcover
Weight: 1.60lbs
Size: 9.20h x 6.10w x 1.20d