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Table of contents
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. Mátyás. 5.
Random coefficients models; C. Hsiao. 6. Linear models with random regressors; P. Sevestre, A.
Trognon. 7. Dynamic linear models; P. Sevestre, A. Trognon. 8. Dynamic linear models for
heterogenous panels; H. Pesaran, et al. 9. Simultaneous equations; J. Krishnakumar. 10. Panel
data with measurement errors; E. Biørn. 11. Pseudo panel data; M. Verbeek. 12. Specification
issues; B.H. Baltagi. 13. The pooling problem; G.S. Maddala, Wanhong Hu. 14. The Chamberlain
approach; B. Crépon, J. Mairesse. Appendix: Matrix algebra for linear models.
Part II: Nonlinear models. 15. Introduction to nonlinear models; C. Gourieroux. 16. Logit and
probit models; Cheng Hsiao. 17. Nonlinear latent variable models; Cheng Hsiao. 18. Incomplete
panels and selection bias; M. Verbeek, T. Nijman. 19. Duration Models; J.‐ P. Florens, et al. 20.
Point processes; J.‐P. Florens, D. Fougère. 21. Improved estimation procedures; O. Lieberman, L.
Mátyás. 22. Some GMM Estimation methods and specification tests for nonlinear models; M.
Lechner, J. Breitung. 23. Simulation techniques; J.‐F. Richard. 24. Inference in panel data models
via Gibbs sampling; S. Chib.
Part III: Selected applications. Introduction to the applications; Z. Griliches. 25. Dynamic labour
demand models; G. Bresson, et al. 26. Econometric models of company investment; R. Blundell,
et al. 27. Consumption dynamics and panel data: a survey; J.‐M. Robin. 28. Estimation of labour
supply functions using panel data: a survey; F. Laisney, et al. 29. Individual labour market
transitions; D. Fougère, T. Kamionka. 30. Modelling companies' dividend policy using account
panel data; J.‐F. Malécot. 31. Panel data, multinational enterprises and direct investment; C.
Mathieu. 32. Production frontiers and efficiency measurement; C. Cornwell, P. Schmidt. 33.
Software review; P. Blanchard. Index.