1st Edition

Modern Panel Data Econometrics A Practical Approach Using STATA

254 Pages 139 B/W Illustrations
by Chapman & Hall

254 Pages 139 B/W Illustrations
by Chapman & Hall

This is a book about a modern treatment of panel data econometrics. It focuses on the most recent advances in panel econometrics with Dynamic Panel Data, Long Panel Data, Panel VAR, Stochastic Frontier Model and Quasi Experiment Method. These themes have emerged and are quickly getting popularity as panel data is more accessible and a sharp increase in both computing power and its efficiency.... Read more

1. Introduction 2. Linear Regression Model-Basic 3. Linear Regression Model-Extension 4.      Endogenous Regressor 5. Long Panel Data 6. Panel VAR 7. Qualitative Dependent Variable Model (QDM) 8. Stochastic Frontier Analysis (SFA) 9. Matching Estimator 10. Difference in Difference 11.  Regression Discontinuity Design 12. Other Panel Model 13. Auxiliaries 14. Application of Gen AI

Biography

Moch. Doddy Ariefianto is an Assistant Professor in Master Accounting Department, Bina Nusantara University, Indonesia. Before becoming academician, he has spent almost 20 years of his career in in Bank Mandiri (as Senior Economist) and Indonesia Deposit Insurance Corporation-LPS (as Group Director of Surveillance and Research). Dr. Doddy has authored more than 40 publications in reputable international journal like Finance Research Letter, Research in International Business and Finance, Economic Modelling , International Journal of Finance and Economics and International Journal of Emerging Market. He has also published three books in econometrics and corporate finance. He is a member of Indonesian Economist Association (ISEI) and Indonesia Finance Association (IFA).    

Mahjus Ekananda is Professor of Economics at the Faculty of Economics and Business, University of Indonesia. His work has appeared in NOVA SCIENCE PUBLISHERS, INC, Asian Business Research Journal, International Review on Public and Nonprofit Marketing, International Journal of Economics and Management, Sustainability, Resources Policy, and Economies.