This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more...

Linear Econometric Models with Machine Learning -- Nonlinear Econometric Models with Machine Learning -- The Use of Machine Learning in Treatment Effect Estimation.-Forecasting with Machine Learning Methods.-Causal Estimation of Treatment Effects From Observational Health Care Data Using Machine...

This completely revised and enhanced second edition of the volume first published in 1992 provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and...

This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross-section and time-series data has become...

Fixed Effects Models -- When and How Much Do Fixed Effects Matter?- Random Effects Models -- Estimation of Sparse Variance-Covariance Matrix -- Models with Endogenous Regressors -- Dynamic Models and Reciprocity -- Random Coefficients Models -- Nonparametric Models with Random Effects --...

Analysis of Business Survey Data The Mannheim Years -- Predicting World Population with Endogenous Fertility and Uncertain Climate Change Reflections on Marc Nerlove s Parable of Firewood -- Re estimating Supply Elasticities of Selected Agricultural Commodities -- Discrete GamesA Historical...