Panel Time Series Econometrics with R
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Home > Mathematics and Science Textbooks > Mathematics > Probability and statistics > Panel Time Series Econometrics with R: Dynamic Panels and Mixed Data.
Panel Time Series Econometrics with R: Dynamic Panels and Mixed Data.

Panel Time Series Econometrics with R: Dynamic Panels and Mixed Data.


     0     
5
4
3
2
1



International Edition


X
About the Book

Panel Time Series Econometrics with R: Dynamic Panels and Mixed Data is a comprehensive guide for students, researchers, and professionals seeking to master modern econometric techniques in the analysis of panel time series data. Bridging theory with practical application, this book delivers both rigorous methodology and hands-on implementation in R, making it a valuable companion for empirical work in economics, finance, social sciences, and policy research. The book begins with the foundations of panel time series, introducing key concepts of stationarity, cross-sectional dependence, and cointegration. From there, it progresses into advanced techniques such as dynamic panel estimators, error correction models, and factor-augmented methods. Special emphasis is placed on addressing common challenges like Nickell bias, endogeneity, instrument proliferation, and heterogeneous dynamics across countries, firms, or sectors. Readers are guided through detailed derivations, step-by-step examples, and reproducible R code. Practical case studies illustrate how to model growth convergence, fiscal policy, financial development, and environmental dynamics in a panel setting. Throughout, the text balances accessibility with technical depth-ideal for graduate courses while still serving as a reference for applied researchers. Key features include: Dynamic Panel Methods: In-depth coverage of Arellano-Bond, system GMM, and CCE estimators. Unit Roots & Cointegration: Panel extensions of ADF, IPS, Pedroni, and Westerlund tests. Cross-Sectional Dependence: Modern approaches to handling global shocks and spillovers. Reproducibility: Fully documented R code templates for direct application. Practical Appendices: Supplementary derivations, critical values, extended examples, and coding workflows. With its integration of econometric rigor and computational practice, Panel Time Series Econometrics with R equips readers with the analytical tools needed to tackle complex, high-dimensional data. It is suited for graduate students in economics, finance, and data science, as well as academics, policy analysts, and professionals engaged in empirical modeling. Whether you are investigating global financial cycles, government expenditure dynamics, firm productivity, or climate impacts across nations, this book provides both the conceptual foundations and the practical skills to turn panel data into robust, reproducible insights.


Best Sellers


Product Details
  • ISBN-13: 9798264865923
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Height: 229 mm
  • No of Pages: 188
  • Returnable: N
  • Sub Title: Dynamic Panels and Mixed Data.
  • Width: 152 mm
  • ISBN-10: 8264865925
  • Publisher Date: 11 Sep 2025
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Spine Width: 10 mm
  • Weight: 308 gr


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Panel Time Series Econometrics with R: Dynamic Panels and Mixed Data.
Independently Published -
Panel Time Series Econometrics with R: Dynamic Panels and Mixed Data.
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Panel Time Series Econometrics with R: Dynamic Panels and Mixed Data.

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    Fresh on the Shelf


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!