Please recommend some books on panel data analysis for time series at master level. Also, sound lecture notes would be helpful.
I don't have any knowledge about this topic, I'm a beginner.
econometricspanel datatime series
Please recommend some books on panel data analysis for time series at master level. Also, sound lecture notes would be helpful.
I don't have any knowledge about this topic, I'm a beginner.
Best Answer
If what you're interested is longitudinal analysis, i.e. study of subjects across time, then the standard text for me is ALDA by Singer et al.