Title from publisher's bibliographic system (viewed on 07 Apr 2022).

Linear static models with additive effects -- Dynamic models with additive specific effects -- Simultaneous-equations models -- Dynamic system -- Discrete data -- Limited dependent and sample selection models -- Some nonlinear models -- Miscellaneous topics -- Interactive effects models -- Spatial models and tests for cross-sectional dependence -- Program evaluation using panel data -- Variable coefficients models -- Big data analytics.

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.