Mátyás L., Sevestre P. (eds.) The Econometrics of Panel Data: Handbook of Theory and Applications

Amsterdam: Springer, 1996. - 944p.Formulation and Estimation of Econometric Models for Panel Data.Introduction to Linear Models for Panel Data.
Fixed Effect Models and Fixed Coefficient Models.
Error Components Models.
Random Coefficients Models.
Linear Models with Random Regressors.
Dynamic Linear Models.
Dynamic Linear Models for Heterogenous Panels.
Simultaneous Equations.
Panel Data with Measurement Errors.
Pseudo Panel Data.
Specification Issues.
The Pooling Problem.
The Chamberlain Approach.Introduction to Nonlinear Models.
Logit and Probit Models.
Nonlinear Latent Variable Models.
Incomplete Panels and Selection Bias.
Duration Models.
Point Processes.Improved Estimation Procedures.
Some GMM Estimation Methods and Specification Tests for Nonlinear Models.
Simulation Techniques.
Inference in Panel Data Models via Gibbs Sampling.Introduction to the Applications.
Dynamic Labour Demand Models.
Econometric Models of Company Investment.
Consumption Dynamics and Panel Data: A Survey.
Estimation of Labour Supply Functions Using Panel Data: A Survey.
Individual Labour Market Transitions.
Modelling Companies’ Dividend Policy Using Account Panel Data.
Panel Data, Multinational Enterprises and Direct Investment.
Production Frontiers and Efficiency Measurement.
Software Review.