Panel Data Econometrics: Theoretical Contributions and Empirical Applications

Content: 
Introduction to the Series
Page v
The Editors

Contents
Pages vii-viii

Preface
Pages ix-xiii
Badi H. Baltagi

List of Contributors
Pages xv-xvi

Chapter 1 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence Review Article
Pages 3-30
Jushan Bai, Chihwa Kao

Chapter 2 A Full Heteroscedastic One-Way Error Components Model: Pseudo-Maximum Likelihood Estimation and Specification Testing Review Article
Pages 31-66
Bernard Lejeune

Chapter 3 Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-Normality Review Article
Pages 67-89
Aman Ullah, Xiao Huang

Chapter 4 Modelling the Initial Conditions in Dynamic Regression Models of Panel Data with Random Effects Review Article
Pages 91-117
I. Kazemi, R. Crouchley

Chapter 5 Time Invariant Variables and Panel Data Models: A Generalised Frisch–Waugh Theorem and its Implications Review Article
Pages 119-132
Jaya Krishnakumar

Chapter 6 An Intertemporal Model of Rational Criminal Choice Review Article
Pages 135-165
Robin C. Sickles, Jenny Williams

Chapter 7 Swedish Liquor Consumption: New Evidence on Taste Change Review Article
Pages 167-192
Badi H. Baltagi, James M. Griffin

Chapter 8 Import Demand Estimation with Country and Product Effects: Application of Multi-Way Unbalanced Panel Data Models to Lebanese Imports Review Article
Pages 193-228
Rachid Boumahdi, Jad Chaaban, Alban Thomas

Chapter 9 Can Random Coefficient Cobb–Douglas Production Functions be Aggregated to Similar Macro Functions? Review Article
Pages 229-258
Erik Biørn, Terje Skjerpen, Knut R. Wangen

Chapter 10 Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries Review Article
Pages 259-277
Rodolfo Cermeño, Kevin B. Grier

Chapter 11 The Dynamics of Exports and Productivity at the Plant Level: A Panel Data Error Correction Model (ECM) Approach Review Article
Pages 279-305
Mahmut Yasar, Carl H. Nelson, Roderick M. Rejesus

Chapter 12 Learning about the Long-Run Determinants of Real Exchange Rates for Developing Countries: A Panel Data Investigation Review Article
Pages 307-325
Imed Drine, Christophe Rault

Chapter 13 Employee Turnover: Less is Not Necessarily More? Review Article
Pages 327-349
Mark N. Harris, Kam Ki Tang, Yi-Ping Tseng

Chapter 14 Dynamic Panel Models with Directors' and Officers' Liability Insurance Data Review Article
Pages 351-360
George D. Kaltchev

Chapter 15 Assessment of the Relationship between Income Inequality and Economic Growth: A Panel Data Analysis of the 32 Federal Entities of Mexico, 1960–2002 Review Article
Pages 361-381
Araceli Ortega-Díaz