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Summary: This book reviews the basic econometric methods that have been used to analyze panel data--data collected by observing a number of individuals over time. In analyzing this data, difficulties can arise due to unobserved individuals or time characteristics. The focus of the book is twofold: correcting for these difficulties, and providing methods for improvement of the efficiency of the estimates. The author draws together work on panel data from a number of different ...show moreperspectives, including the econometric literature on specification analysis, the time series literature on dynamic models, and discrete choice literature.
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