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Book synopsis

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.

Book details

Book category Books in German Sozialwissenschaften, Recht, Wirtschaft Medien, Kommunikation Medienwissenschaft

• Full title: Advanced Panel Data Analysis
• Author: Hassan GUENICHI
• Language: English
• Binding: Paperback
• Number of pages: 176
• EAN: 9786208441364
• ISBN: 6208441366
• ID: 49089578
• Publisher: LAP LAMBERT Academic Publishing
• Weight: 280 g
• Dimensions: 220 × 150 × 11 mm
• Date of publishing: 03. June 2025

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