Amsterdam – Boston – Heidelberg – London – New York – Oxford
Paris – San Diego – San Francisco – Singapore – Sydney – Tokyo,Elsevier, 2006,381p.
Panel data econometrics has evolved rapidly over the last decade. Dynamic
panel data estimation, non-linear panel data methods and the phenomenal
growth in non-stationary panel data econometrics makes this an exciting
area of research in econometrics. The 11th international conference on
panel data held at Texas A&M University, College Station, Texas, June
2004, witnessed about 150 participants and 100 papers on panel data.
This volume includes some of the papers presented at that conference.