这是2019的第一版,
面板数据的经典学习教材
部分目录:
1 Introduction 1
1.1 Panel Data Econometrics: A Gentle Introduction 1
1.1.1 Eliminating Unobserved Components 2
1.1.1.1 Differencing Methods 2
1.1.1.2 LSDV Methods 2
1.1.1.3 Fixed Effects Methods 2
1.2 R for Econometric Computing 6
1.2.1 The Modus Operandi of R 7
1.2.2 Data Management 8
1.2.2.1 Outsourcing to Other Software 8
1.2.2.2 Data Management Through Formulae 8
1.3 plm for the Casual R User 8
1.3.1 R for the Matrix Language User 9
1.3.2 R for the User of Econometric Packages 10
1.4 plm for the Proficient R User 11
1.4.1 Reproducible Econometric Work 12
1.4.2 Object-orientation for the User 13
1.5 plm for the R Developer 13
1.5.1 Object-orientation for Development 14
1.6 Notations 17
1.6.1 General Notation 18
1.6.2 Maximum Likelihood Notations 18
1.6.3 Index 18
1.6.4 The Two-way Error Component Model 18
1.6.5 Transformation for the One-way Error Component Model 19
1.6.6 Transformation for the Two-ways Error Component Model 20
1.6.7 Groups and Nested Models 20
1.6.8 Instrumental Variables 20
1.6.9 Systems of Equations 20
1.6.10 Time Series 21
1.6.11 Limited Dependent and Count Variables 21
1.6.12 Spatial Panels 21