经典的纵向研究教材，有需要的请下载。Edward W. Frees. Longitudinal and Panel Data：Analysis and Applications in the Social Sciences (2004)



Content：
Chapter 1. IntroductionPART I - LINEAR MODELS
Chapter 2. Fixed Effects Models
Chapter 3. Models with Random Effects
Chapter 4. Prediction and Bayesian Inference
Chapter 5. Multilevel Models
Chapter 6. Random Regressors
Chapter 7. Modeling Issues
Chapter 8. Dynamic ModelsPART II - NONLINEAR MODELS
Chapter 9. Binary Dependent Variables
Chapter 10. Generalized Linear Models
Chapter 11. Categorical Dependent Variables and Survival Models

Appendix A. Elements of Matrix Algebra
Appendix B. Normal Distribution
Appendix C. Likelihood-Based Inference
Appendix D. Kalman Filter
Appendix E. Symbols and Notation
Appendix F. Selected Longitudinal and Panel Data Sets
Appendix G. References