Advanced Studies in Theoretical and Applied Econometrics Ser.: Econometrics of Panel Data : A Handbook of the Theory with Applications by László Mátyás (2011, Trade Paperback)
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ISBN-13: 9789401065481, 978-9401065481. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.