The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for v

This book is a collection of 20 chapters on chosen topics from cross-section and panel data econometrics. It explores both theoretical and practical aspects of

Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying ec

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rig

The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, c