Panel Data Econometrics

Empirical Applications

Mike Tsionas

• Publisher: Academic Press
• Year: 2019
• Print ISBN: 9780128158593
• eBook ISBN: 9780128158609
• Topic: Economics
• Subtopic: Econometrics
• Index: Economics

Panel Data Econometrics:  Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Table of contents

• Cover image
• Title page
• Table of Contents
• Copyright
• Contributors
• General Introduction
• Chapter 13: Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of US Banks
• Chapter 14: Panel Data in Educational Research
• Chapter 15: Panel Data in Energy Economics
• Chapter 16: Panel Data Analysis Based on Lab Evidence in Auction Market Experiments
• Chapter 17: Maximum Likelihood for Cross-Lagged Panel Models With Fixed Effects
• Chapter 18: Panel Data in Transportation Research
• Chapter 19: Panel Data in Banking: Research Issues and Data Peculiarities
• Chapter 20: Quantile Panel Estimation of Financial Contagion Effects
• Chapter 21: Application of Panel Data Models for Empirical Economic Analysis
• Chapter 22: The Income-Health Gradient: Evidence From Self-Reported Health and Biomarkers in Understanding Society
• Chapter 23: Application in Banking: Securitization and Global Banking
• Chapter 24: Regional Innovation in the United States: A Poisson Stochastic Frontier Approach With Finite Mixture Structure
• Chapter 25: Making Inference of Bank Managerial Preferences About Performance: A Panel Analysis
• Chapter 26: The Impact of Explicit Deposit Insurance on Market Discipline
• Chapter 27: Export Pricing at the Firm Level With Panel Data
• Chapter 28: The Relationship Between Economic Growth and Democracy: Alternative Representations of Technological Change
• Chapter 29: Analysis of Stochastic Dominance Ranking of Chinese Income Distributions by Household Attributes
• Chapter 30: The Neural Network Production Function: Panel Evidence for the United States
• Index