Baltagi, Econometric Analysis of Panel Data, 4e

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Baltagi, Econometric Analysis of Panel Data, 4e

Postby TomDoan » Thu Jun 28, 2012 12:00 am

The zip file has the programs and data files for most of the examples in Baltagi(2008), Econometric Analysis of Panel Data, 4th ed, Wiley. His empirical examples were apparently done with a combination of SAS, Stata, TSP and EViews since no one program had all the features that he was using. These can now be done in a fairly straightforward way using RATS version 8.1.

The first six examples primarily demonstrate the many possible ways to estimate the component variances in one- and two-way models so they have the same basic model done quite a few ways.

This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_baltagi.shtml.

baltagi_panel_4.zip
Zip with programs/data
(456.38 KiB) Downloaded 592 times


Example Description RATS Level
bpanel02-6-1.rpf Panel data, individual effects Basic
bpanel02-6-2.rpf Panel data, individual effects Basic
bpanel02-6-3.rpf Panel data, individual effects Basic
bpanel03-6-1.rpf Panel data, time and individual effects Basic
bpanel03-6-2.rpf Panel data, time and individual effects Basic
bpanel03-6-3.rpf Panel data, time and individual effects Basic
bpanel04-1-3.rpf Pooling tests Intermediate
bpanel04-1-3b.rpf Pooling tests Intermediate
bpanel04-2-7.rpf Breusch-Pagan tests Basic
bpanel04-3-1.rpf Hausman tests (one-way) Basic
bpanel04-3-2.rpf Hausman tests (one-way) Basic
bpanel07-2.rpf Panel instrumental variables Intermediate
bpanel07-5.rpf Panel instrumental variables, Hausman-Taylor, Amemiya-MaCurdy Advanced
bpanel08-8-1.rpf Dynamic panels, Arellano-Bond, Keane-Runkle Advanced
bpanel09-3.rpf Unbalanced panel Advanced
bpanel09-6-1.rpf Nested panels Basic
bpanel10-8.rpf Poisson and Negative binomial FE, RE Advanced


Last bumped by TomDoan on Thu Jun 28, 2012 12:00 am.
TomDoan
 
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