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Informationen zum Autor Erik Biørn is Professor Emeritus at the University of Oslo. From 1986 to 2014 he taught econometrics at all levels at this university. Previously he was a researcher at Statistics Norway. His publications include several articles on empirical and theoretical topics in panel data analysis, and the book Taxation, Technology, and the User Cost of Capital (1989, Elsevier). Klappentext A graduate text on panel data that takes the reader gradually from simple models and methods in scalar (simple vector) notation to more complex models in matrix notation. Zusammenfassung A graduate text on panel data that takes the reader gradually from simple models and methods in scalar (simple vector) notation to more complex models in matrix notation. Inhaltsverzeichnis 1: Introduction 2: Regression Analysis: Fixed Effects Models Appendix 2A. Properties of GLS Appendix 2B. Kronecker-product Operations: Examples 3: Regression Analysis: Random Effects Models Appendix 3A. Two Theorems related to GLS Estimation 4: Regression Analysis with Heterogeneous Coefficients Appendix 4A. Matrix Inversion and Matrix Products: Useful Results Appendix 4B. A Reinterpretation of the GLS Estimator 5: Regression Analysis with Uni-Dimensional Variables 6: Latent Heterogeneity Correlated with Regressors Appendix 6A. Reinterpretation: Block-Recursive System Appendix 6B. Proof of Consistency of the Two-Step Estimators 7: Measurement Errors Appendix 7A. Asymptotics for Aggregate Estimators 8: Dynamics Models Appendix 8A. Within Estimation of the AR Coefficient: Asymptotics Appendix 8B. Autocovariances and Correlograms ¿it and ¿it 9: Analysis of Discrete Response Appendix 9A. The General Binomial Model: ML Estimation Appendix 9B. The Multinomial Logit Model: Conditional ML Estimation 10: Unbalanced Panel Data Appendix 10A. Between-Estimation: Proofs Appendix 10B. GLS Estimation: Proofs Appendix 10C. Estimation of Variance Components: Details 11: Panel Data with Systematic Unbalance Appendix 11A. On truncated normal distributions Appendix 11B. Partial Effects in Censoring Models 12: Multi-Equation Models Appendix 12A. Estimating the Error Components Covariance Matrices Appendix 12B. Matrix Differentiation: Useful Results Appendix 12C. Estimator Covariance Matrices in Interdependent Model ...
