Econometric Analysis of Panel Data, Badi H. Baltagi, John Wiley and Sons, Chichester, 1995, (2nd Edition, 2001), (3rd edition, 2005), (4th edition, 2008), (5th edition, 2013). (More than 15,500 citations by Google Scholar).
Econometrics, Badi H. Baltagi, 5th edition, Springer, Berlin, 1998, (2nd edition, 1999), (3rd edition, 2002), (4th edition, 2008), 2011.
Solutions Manual for Econometrics, Badi H. Baltagi, Springer-Verlag, Berlin, 1998, (2nd edition, 2009), (3rd edition, 2014). (data sets on the web at www.springer.de)
A Companion to Econometric Analysis of Panel Data, Badi H. Baltagi, John Wiley and Sons, Chichester, 2009. (156 citations by Google Scholar).
Instructor’s Solutions Manual for Econometric Analysis of Panel Data, Badi H. Baltagi, John Wiley and Sons, Chichester, 1995. (2nd edition, 2001), (3rd edition, 2005) on the web at
Econometric Analysis of Panel Data. "This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly. Since its first publication in 1995, it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data."
Professor Kajal Lahiri, State University of New York, Albany, USA.
"Econometric Analysis of Panel Data is a classic in its field, used by researchers and graduate students throughout the world. In this new edition, Professor Baltagi has incorporated extensive new material, reflecting recent advances in the panel data literature in areas such as dynamic (including non-stationary) and limited dependent variable panel data models. It is an invaluable read for anyone interested in panel data."
Professor Gary Koop, University of Strathclyde, UK.
"This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference."
Professor Peter Schmidt, Michigan State University, USA.
A Companion to Econometric Analysis of Panel Data. "The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods..."
A Companion to Econometric Analysis of Panel Data will appeal to students and researchers learning about panel data with Baltagi’s Econometric Analysis of Panel Data, 4th Edition and other graduate-level econometrics texts. Companion includes derivations of results shown without proof in Baltagi’s textbook and provides more numerical examples, most of which were completed using Stata.
Working through Companion is like having a personal tutor help you work through a graduate text like Baltagi’s. The organization of material in Companion parallels that of Baltagi’s panel-data text but presents the material in a pedagogical manner consisting of some background material followed by many sample exercise questions and complete solutions. While one may at first frown at the idea of a book including solutions to exercises, this text delivers them in a way that truly motivates learning rather than mere copying: the questions are sufficiently involved that by seeing how to solve them, students develop a method to attack mathematical proofs and think like an econometrician.
Baltagi’s A Companion to Econometric Analysis of Panel Data, while focused on panel data, is more generally useful to all students of econometrics, because it teaches and instills tools that are applicable to an array of problems."