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"This book explores the use of EViews software in creating panel data analysis using appropriate empirical models and real datasets"--
List of contents
Preface xv
About the Author xxi
PART ONE PANEL DATA AS A MULTIVARIATE TIME SERIES BY STATES 1
1 Data Analysis Based on a Single Time Series by States 3
1.1 Introduction 3
1.2 Multivariate Growth Models 3
1.3 Alternative Multivariate Growth Models 10
1.4 Various Models Based on Correlated States 14
1.5 Seemingly Causal Models with Time-Related Effects 21
1.6 The Application of the Object POOL 23
1.7 Growth Models of Sample Statistics 29
1.8 Special Notes on Time-State Observations 32
1.9 Growth Models with an Environmental Variable 32
1.10 Models with an Environmental Multivariate 40
1.11 Special Piece-Wise Models 49
2 Data Analysis Based on Bivariate Time Series by States 55
2.1 Introduction 55
2.2 Models Based on Independent States 56
2.3 Time-Series Models Based on Two Correlated States 60
2.4 Time-Series Models Based on Multiple Correlated States 72
2.5 Time-Series Models with an Environmental Variable Zt, Based on Independent States 78
2.6 Models Based on Correlated States 82
2.7 Piece-Wise Time-Series Models 86
3 Data Analysis Based on Multivariate Time Series by States 87
3.1 Introduction 87
3.2 Models Based on (X_i,Y_i,Z_i) for Independent States 88
3.3 Models Based on (X_i, Y_i,Z_i) for Correlated States 90
3.4 Simultaneous SCMs with Trend 96
3.5 Models Based on (X1_i,X2_i,X3_i, Y1_i,Y2_i) for Independent States 100
3.6 Models Based on (X_i,Y_i) for Correlated States 103
3.7 Discontinuous Time-Series Models 106
3.8 Additional Examples for Correlated States 107
3.9 Special Notes and Comments 109
4 Applications of Seemingly Causal Models 111
4.1 Introduction 111
4.2 SCMs Based on a Single Time Series Y_it 112
4.3 SCMs Based on Bivariate Time Series (X_it,Y_it) 118
4.4 SCMs Based on a Trivariate (X1_i,X2_i,Y1_i) 120
4.5 SCMs Based on a Trivariate (X_it,Y1_it,Y2_it) 126
4.6 SCMs Based on Multivariate Endogenous and Exogenous Variables 127
4.7 Fixed- and Random Effects Models 133
4.8 Models with Cross-Section Specific Coefficients 138
4.9 Cases in Industry 146
PART TWO POOL PANEL DATA ANALYSIS 149
5 Evaluation Analysis 151
5.1 Introduction 151
5.2 Preliminary Evaluation Analysis 152
5.3 The Application of the Object "Descriptive Statistics and Tests" 153
5.4 Analysis Based on Ordinal Problem Indicators 158
5.5 Multiple Association between Categorical Variables 161
6 General Choice Models 165
6.1 Introduction 165
6.2 Multi-Factorial Binary Choice Models 165
6.3 Binary Logit Model of Yit on a Numerical Variable Xit 175
6.4 Binary Logit Model of a Zero-One Indicator Yit on (X1it,X2it) 182
6.5 Binary Choice Model of a Zero-One Indicator Yit on (X1it,X2it,X3it) 187
6.6 Binary Choice Model of a Zero-One Indicator Yit on (X1it,. . ., Xhit,. . .) 190
6.7 Special Notes and Comments 190
7 Advanced General Choice Models 192
7.1 Introduction 192
7.2 Categorical Data Analyses 193
7.3 Multi-Factorial Choice Models with a Numerical Independent Variable 207
8 Univariate General Linear Models 216
8.1 Introduction 216
8.2 ANOVA and Quantile Models 216
8.3 Continuous Linear-Effect Models 221
8.4 Piece-Wise Autoregressive Linear Models by Time Points 227
8.5 ANCOVA Models 241
