Essays In Panel Data Econometrics

"Marc Nerlove, more than any other economist, pioneered the econometric analysis of panel data. This book presents many of his classic papers and provides a valuable synthesis of panel data econometrics starting with early work and including the latest developments in the field. It can be read at many levels as a history of an important line of econometric research, as a guide to a vast literature and as a resource for solving specific empirical problems that arise in analyzing panel data. The blend of theory, data and econometrics is superb. This is a masterful work." James Heckman, Nobel Laureate, University of Chicago

"This volume draws together related research on panel data econometrics over the last thirty five years with a new essay on the history by its initiator and one of the most creative econometricians of our time. Written with rigor, force and elegance, it captures the excitement and insight that has led to many major research programs. Combining rich history and fresh ideas, each chapter is a classic. The volume is a source of inspiration for both empirical and theoretical researchers. It will be an indispensable addition to every economics library." Cheng Hsiao, University of Southern California

"The analysis of panel data has been one of the fastest growing and intensively studied fields in econometrics for over thirty years. These Essays in Panel Data Econometrics are the foundation of the field. From the classic Balestra-Nerlove study of 1966 through the contemporary work described in this book, dynamic modeling with panel data has attracted some of the most active and innovative research in econometrics. Students and practitioners will find in this collection a wealth of useful results and a fascinating tour of the intellectual development of this important branch of econometrics." William Greene, Stern School of Business, New York University

"This is a collection of first rate papers in and on panel data econometrics. For the general econometrician who wants to go beyond what he can find in the available textbooks, it should be challenging and instructive reading." Jacques Mairesse, CREST-ENSAE, France

"Marc Nerlove has been a pioneer in many important econometric models, especially the panel data models discussed in this book. His seminal paper with Balestra and the two follow-up papers have had a great impact on the econometricians and led to a rapid growth of the analysis of panel data. Nerlove's research is characterized by the thorough analysis and the keen insight that cut through apparently impregnable problems and has been singularly successful in the analysis of panel data, which presents a host of complicated statistical issues. Everyone interested in panel data will welcome this volume, in which Nerlove has newly written a characteristically thorough survey of the area and put together his previously published articles, some of which are not so easily accessible." Takeshi Amemiya, Stanford University

"Marc Nerlove's history of panel data econometrics is a welcome contribution to narrowing the gap between econometric theory and empirical practice. His thought- provoking account of the early developments in fixed and random effects models masterfully brings together economic and statistical considerations. It will certainly not leave readers indifferent. This volume also brings together Nerlove's pioneering articles on dynamic random effects models, and his more recent reflections on empirical country growth analysis, likelihood inference, and panel data methodology. The three parts together become a valuable reference source and give us a comprehensive picture of the working of a very influential mind in the shaping of the field of panel data econometrics." Manuel Arellano, CEMFI, Spain

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Sankhyā: The Indian Journal of Statistics (2003-2007)

Description:Sankhya publishes research articles in the broad areas of Theoretical Statistics, Probability and Applied Statistics. Series A primarily covers Theoretical Statistics and Probability (including Stochastic Processes). Series B primarily covers all areas of Applied Statistics (including Applied Probability, Applied Stochastic Processes, Econometrics and Statistical Computing). Reviews and discussion articles in areas of current research activity are also published. Each volume has four parts — two in Series A and two in Series B. Series A issues come out in February and August while Series B issues come out in May and November.

Coverage: 2003-2007 (Vol. 65, No. 1 - Vol. 69, No. 4)

Moving Wall: 3 years (What is the moving wall?)

The "moving wall" represents the time period between the last issue available in JSTOR and the most recently published issue of a journal. Moving walls are generally represented in years. In rare instances, a publisher has elected to have a "zero" moving wall, so their current issues are available in JSTOR shortly after publication.
Note: In calculating the moving wall, the current year is not counted.
For example, if the current year is 2008 and a journal has a 5 year moving wall, articles from the year 2002 are available.

Terms Related to the Moving Wall
Fixed walls: Journals with no new volumes being added to the archive.
Absorbed: Journals that are combined with another title.
Complete: Journals that are no longer published or that have been combined with another title.

ISSN: 09727671

Subjects: Science & Mathematics, Statistics

Collections: Arts & Sciences VII Collection, Asia Collection, JSTOR Essential Collection, Mathematics & Statistics Collection

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