Analysis of Panel Data Using R

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt

Standard

Analysis of Panel Data Using R. / Henningsen, Arne; Henningsen, Géraldine.

Panel Data Econometrics : Theory. red. / Mike Tsionas. Academic Press, 2019. s. 345-396.

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt

Harvard

Henningsen, A & Henningsen, G 2019, Analysis of Panel Data Using R. i M Tsionas (red.), Panel Data Econometrics : Theory. Academic Press, s. 345-396. https://doi.org/10.1016/B978-0-12-814367-4.00012-5

APA

Henningsen, A., & Henningsen, G. (2019). Analysis of Panel Data Using R. I M. Tsionas (red.), Panel Data Econometrics : Theory (s. 345-396). Academic Press. https://doi.org/10.1016/B978-0-12-814367-4.00012-5

Vancouver

Henningsen A, Henningsen G. Analysis of Panel Data Using R. I Tsionas M, red., Panel Data Econometrics : Theory. Academic Press. 2019. s. 345-396 https://doi.org/10.1016/B978-0-12-814367-4.00012-5

Author

Henningsen, Arne ; Henningsen, Géraldine. / Analysis of Panel Data Using R. Panel Data Econometrics : Theory. red. / Mike Tsionas. Academic Press, 2019. s. 345-396

Bibtex

@inbook{21f6aaa484f243e69e3f8a18168a382b,
title = "Analysis of Panel Data Using R",
abstract = "The past decades have seen a fast increase in the availability and the use of panel data and a rapid development of methods for their analysis. This chapter gives practical guidelines for the analysis of panel data with the statistical software R. We start by suggesting procedures for exploring and re-arranging panel data sets and for preparing them for further analyses. A large part of this chapter demonstrates the application of various “traditional” panel data estimators that are used frequently in scientific and applied analyses. Furthermore, we explain the estimation of several “modern” panel data models, such as panel time series models and dynamic panel data models. Finally, this chapter shows how to use statistical tests to test critical hypotheses under different assumptions and how the results of these tests can be used to select the panel data estimator that is most suitable for a specific empirical panel data analysis.",
author = "Arne Henningsen and G{\'e}raldine Henningsen",
year = "2019",
doi = "10.1016/B978-0-12-814367-4.00012-5",
language = "English",
isbn = "978-0-12-814367-4",
pages = "345--396",
editor = "Tsionas, {Mike }",
booktitle = "Panel Data Econometrics",
publisher = "Academic Press",
address = "United States",

}

RIS

TY - CHAP

T1 - Analysis of Panel Data Using R

AU - Henningsen, Arne

AU - Henningsen, Géraldine

PY - 2019

Y1 - 2019

N2 - The past decades have seen a fast increase in the availability and the use of panel data and a rapid development of methods for their analysis. This chapter gives practical guidelines for the analysis of panel data with the statistical software R. We start by suggesting procedures for exploring and re-arranging panel data sets and for preparing them for further analyses. A large part of this chapter demonstrates the application of various “traditional” panel data estimators that are used frequently in scientific and applied analyses. Furthermore, we explain the estimation of several “modern” panel data models, such as panel time series models and dynamic panel data models. Finally, this chapter shows how to use statistical tests to test critical hypotheses under different assumptions and how the results of these tests can be used to select the panel data estimator that is most suitable for a specific empirical panel data analysis.

AB - The past decades have seen a fast increase in the availability and the use of panel data and a rapid development of methods for their analysis. This chapter gives practical guidelines for the analysis of panel data with the statistical software R. We start by suggesting procedures for exploring and re-arranging panel data sets and for preparing them for further analyses. A large part of this chapter demonstrates the application of various “traditional” panel data estimators that are used frequently in scientific and applied analyses. Furthermore, we explain the estimation of several “modern” panel data models, such as panel time series models and dynamic panel data models. Finally, this chapter shows how to use statistical tests to test critical hypotheses under different assumptions and how the results of these tests can be used to select the panel data estimator that is most suitable for a specific empirical panel data analysis.

U2 - 10.1016/B978-0-12-814367-4.00012-5

DO - 10.1016/B978-0-12-814367-4.00012-5

M3 - Book chapter

SN - 978-0-12-814367-4

SP - 345

EP - 396

BT - Panel Data Econometrics

A2 - Tsionas, Mike

PB - Academic Press

ER -

ID: 232971646