Analysis of panel data: Second Edition, Cheng Hsiao, Cambridge University Press, Cambridge, United Kingdom, 2003, ISBN 0-521-81855-9, 382 pages, [UK pound]21.95

By David C. Ribar. 2004

216 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/5f5570d823e368220f9598c3864d5219719c0070

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In Economics and Econometrics

Citations in the corpus

On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004, unknown): “The observed binary random variable yit is related to the model through: yit = 1[y*it >0] Maximum likelihood estimation (MLE) of this model is extensively studied in Heckman (1981) and reviewed in Hsiao (2003).”
Model averaging based on leave-subject-out cross-validation (2016, methodology): “As commented by Liang and Zeger (1986), a possibly misspecified correlation structure also has a potential to improve the estimation efficiency over a method that completely ignores the within-subject correlation.”
Penalized Quantile Regression for Dynamic Panel Data (2010, methodology): “Consistency is a simple application of Theorem 2 of Koenker (2004), which shows consistency of the PQRFE estimator under assumptions (A1)–(A5), together with the IV proof in Chernozhukov and Hansen (2006).”
Controlling for Individual Heterogeneity in Longitudinal Models, with Applications to Student Achievement (2007, methodology): “However, it is also the case that under the standard model of time-invariant individual effects, when many measures are available for each individual, and/or when individual heterogeneity accounts for large fraction of the observed variance in the measurements, the magnitude of the bias from the mix”
Model Selection in the Presence of Incidental Parameters (2015, unknown): “Much of this work is overviewed in Hsiao (2003).”
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence (2003, background): “It is, of course, well known that instrumental variable and GMM procedures provide consistent estimates of dynamic coefficients in cases where pooled least squares is inconsistent (see Baltagi, 2001; Hsiao, 2003; Arellano, 2003, for recent overviews).”
Do Stronger Intellectual Property Rights Protection Induce More Bilateral Trade? Evidence from China's Imports (2008, background): “24 Hsiao, C. (2003). Analysis of Panel Data, Second Edition, Cambridge: Cambridge University Press. Keller, W. (2002). “Geographic Localization of International Technology Diffusion.” The American Economic Review. 92(1), P120-142. Lesser, W. (2001). “The Effect of TRIPs-Mandated Intellectual Propert”
Exporting from Manufacturing Firms in Sub-Saharan Africa (2006, background): “Unfortunately, unlike the linear case where the firm-specific effects (ai) can be eliminated by taking a linear transformation such as the first difference, no simple transformation exists for the nonlinear model (Hsiao, 2003).”
Have Economic Growth And Institutional Quality Contributed To Poverty And Inequality Reduction In Asia (2013, background): “Hence, it can improve the efficiency of econometric estimates [51].”
Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators (2009, methodology): “However, this estimator is not easy to implement using standard software, and in most of the empirical applications this assumption is difficult to justify (Heckman, 1981b; Wooldridge, 2002; Hsiao, 2003).”
Estimating and Testing a Quantile Regression Model with Interactive Effects (2012, background): “The natural extension of the classical panel datamodelswithN cross-sectional units and T timeperiods (Hsiao, 2003; Baltagi, 2008) is thus yit = x′itβ + λ ′ ift + uit , where λi is an r × 1 vector of factor loadings and ft corresponds to the r common time-varying factors, and where both λi and ft…”
Nonparametric identification in panels using quantiles (2013, methodology): “We refer to Hsiao (2003) for a broader perspective of panel data models.”
Capital versus Performance Covenants in Debt Contracts (2012, unknown): “Econometrics of panel data suggests that taking differences is likely to exacerbate econometric problems caused by measurement error when there is a lack of within-subject (company) variation in the variables of interest (i.e., subjects are correlated over time) (Hsiao 2003, Section 10.5).”
A Longitudinal Analysis of Moving Desires, Expectations and Actual Moving Behaviour (2011, methodology): “To model actual moves, panel logistic regression models were used (Hsiao 2003).”