The Econometrics of panel data : handbook of theory and applications

Preface. 1. Formulation and Estimation of Econometric Models for Panel Data M. Nerlove, P. Balestra. Part I: Linear Models. 2. Introduction to Linear Models for Panel Data P. Balestra. 3. Fixed Effect Models and Fixed Coefficient Models P. Balestra. 4. Error Components Models L. Matyas. 5. Random Coefficients Models Cheng Hsiao. 6. Linear Dynamic Models P. Sevestre, A. Trognon. 7. Simultaneous Equations J. Krishnakumar. 8. Panel Data with Measurement Error E. Biorn. 9. Specification Issues B.H. Baltagi. Appendix: Matrix Algebra for Linear Models. Part II: Nonlinear Models. 10. Introduction to Nonlinear Models C. Gourieroux. 11. Logit and Probit Models Cheng Hsiao. 13. Incomplete Panels and Selection Bias M. Verbeek, T. Nijman. 14. Pseudo Panel Data M. Verbeek. 15. Point Processes J.-P. Florens, D. Fougere. Part III: Selected Applications. Introduction to the Applications Z. Griliches. 16. Dynamic Labour Demand Models G. Bresson, F. Kramarz, P. Sevestre. 17. Econometric Models of Company Investment R. Blundell, S. Bond, C. Meghir. 18. Consumption Dynamics and Panel Data: a Survey J.-M. Robin. 19. Estimation of Labour Supply Functions Using Panel Data: a Survey F. Laisney, W. Pohlmeier, M. Staat. 20. Individual Labour Market Transitions D. Fougere, T. Kamionka. 21. Modelling Companies' Divident Policy Using Account Panel Data J.-F. Malecot. 22. Software Review P. Blanchard. Index.