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LAP Lambert Academic Publishing Advanced Panel Data Analysis: Theorical framework overview and applications with Stata and R

Name: Advanced Panel Data Analysis: Theorical framework overview and applications with Stata and R
Brand: LAP Lambert Academic Publishing
Price: 68.0 GBP
Availability: InStock

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Description

Panel data analysis has become an essential tool in econometrics, finance, and social sciences, enabling researchers to account for both cross-sectional and temporal variations in data. This book, Advanced Panel Data Analysis: Theoretical Framework, Overview, and Applications with Stata and R, provides a comprehensive guide to both linear and nonlinear panel data models, combining rigorous theoretical foundations with practical implementation in Stata and R.The book is structured into four main parts. Chapter 1 introduces the fundamental concepts of panel data, highlighting its advantages over purely cross-sectional or time-series methods. Chapter 2 focuses on cross-section dependence tests and unit root tests, covering first, second, and third-generation to assess stationarity and dependency issues in panel datasets.Chapter 3 explores linear panel data models, including individual effects models, dynamic panel models, the AutoRegressive Distributed Lag (ARDL) model, and cointegrated panel models, which are widely used in empirical research. Chapter 4 extends the discussion to nonlinear panel data models, such as PTR, PSTR, TARDL, Q-Q-regression.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 6208441366
Category: Books > Subjects > Politics, Philosophy & Social Sciences > Social Sciences > Methodology & Research > Methodology
Domain: Amazon UK
Release Date: 03 June 2025
Listed Since: 22 June 2025

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LAP Lambert Academic Publishing Advanced Panel Data Analysis: Theorical framework overview and applications with Stata and R

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