书名：Panel Data Analysis Using EViews
作者：I Gusti Ngurah Agung（出了三本EVIEWS专著）
出版年：2014
A catalogue record for this book is available from the British Library.
ISBN: 978-1-118-71558-1
Set in 10/12pt Times by Thomson Digital, Noida, India.
1 2014



国外最新出版的面板数据分析使用EVIEWS书，高清晰可编辑PDF版，非扫描版
The main objectives of this book are to present (1) various general equation of panel data models, with some
specific models; (2) various illustrative statistical results based on selected specific models with special
notes and comments and (3) comparative studies between sets of special type models, such as heterogeneous
regression, fixed-effects and random effects models, so that readers can be informed of a model’s
limitation(s) compared to the others in the set.
This book presents over 250 illustrative examples of panel data analysis using EViews, compared to the
books of Baltagi (2009a,b) on Econometric Analysis of Panel Data and A Companion to Econometric Analysis
of Panel Data which mainly present the mathematical concepts of the models with some data analysis.
Referring to the fixed- and random effects models, Baltagi presented statistical results based on various
additive models and none with the numerical time independent variable. However, Baltagi quotes a simple
dynamic panel data model with heterogeneous coefficients on the lagged dependent variable and the time
trend presented by Wansbeek and Knaap (1999, in Baltagi, 2009a, p. 168), and a random walk model with
heterogeneous trend presented by Hardi (2000, in Baltagi, 2009a).
Similarly, this is the case for most of the panel data models presented in Gujarati (2003). Wooldridge
(2002), and in more than 300 papers presented in five international journals, such as the Journal of Finance
(JOF) from the years 2010 and 2011, International Journal of Accounting (IJA), Journal of Accounting and
Economics (JAE), British Accounting Review (BAR), and Advances in Accounting, incorporating Advances
in International Accounting (AA) from the years 2008, 2009 and 2010, which are additive models

Panel Data Analysis using EViewsI Gusti Ngurah Agung ISBN: 978-1-118-71558-1 540 pages December 2013 Read an Excerpt Excerpt 1: (PDF) Excerpt 2: (PDF) Excerpt 3: (PDF)

Description
A comprehensive and accessible guide to panel data analysis using EViews software
This book explores the use of EViews software in creating panel data analysis using appropriate empirical models and real datasets. Guidance is given on developing alternative descriptive statistical summaries for evaluation and providing policy analysis based on pool panel data. Various alternative models based on panel data are explored, including univariate general linear models, fixed effect models and causal models, and guidance on the advantages and disadvantages of each one is given.
Panel Data Analysis using EViews:

• Provides step-by-step guidance on how to apply EViews software to panel data analysis using appropriate empirical models and real datasets.
• Examines a variety of panel data models along with the author’s own empirical findings, demonstrating the advantages and limitations of each model.
• Presents growth models, time-related effects models, and polynomial models, in addition to the models which are commonly applied for panel data.
• Includes more than 250 examples divided into three groups of models (stacked, unstacked, and structured panel data), together with notes and comments.
• Provides guidance on which models not to use in a given scenario, along with advice on viable alternatives.
• Explores recent new developments in panel data analysis
  
  

An essential tool for advanced undergraduate or graduate students and applied researchers in finance, econometrics and population studies.  Statisticians and data analysts involved with data collected over long time periods will also find this book a useful resource.