Baltagi, Econometric Analysis of Panel Data, 4e
Posted: Thu Jun 28, 2012 12:00 amThe zip file has the programs and data files for most of the examples in Baltagi(2008), Econometric Analysis of Panel Data, 4th ed, Wiley. His empirical examples were apparently done with a combination of SAS, Stata, TSP and EViews since no one program had all the features that he was using. These can now be done in a fairly straightforward way using RATS version 8.1.
The first six examples primarily demonstrate the many possible ways to estimate the component variances in one- and two-way models so they have the same basic model done quite a few ways.
This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_baltagi.shtml.
The first six examples primarily demonstrate the many possible ways to estimate the component variances in one- and two-way models so they have the same basic model done quite a few ways.
This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_baltagi.shtml.
baltagi_panel_4.zip- Zip with programs/data
- (456.38 KiB) Downloaded 220 times
| Example | Description | RATS Level |
| bpanel02-6-1.rpf | Panel data, individual effects | Basic |
| bpanel02-6-2.rpf | Panel data, individual effects | Basic |
| bpanel02-6-3.rpf | Panel data, individual effects | Basic |
| bpanel03-6-1.rpf | Panel data, time and individual effects | Basic |
| bpanel03-6-2.rpf | Panel data, time and individual effects | Basic |
| bpanel03-6-3.rpf | Panel data, time and individual effects | Basic |
| bpanel04-1-3.rpf | Pooling tests | Intermediate |
| bpanel04-1-3b.rpf | Pooling tests | Intermediate |
| bpanel04-2-7.rpf | Breusch-Pagan tests | Basic |
| bpanel04-3-1.rpf | Hausman tests (one-way) | Basic |
| bpanel04-3-2.rpf | Hausman tests (one-way) | Basic |
| bpanel07-2.rpf | Panel instrumental variables | Intermediate |
| bpanel07-5.rpf | Panel instrumental variables, Hausman-Taylor, Amemiya-MaCurdy | Advanced |
| bpanel08-8-1.rpf | Dynamic panels, Arellano-Bond, Keane-Runkle | Advanced |
| bpanel09-3.rpf | Unbalanced panel | Advanced |
| bpanel09-6-1.rpf | Nested panels | Basic |
| bpanel10-8.rpf | Poisson and Negative binomial FE, RE | Advanced |