Solved – book suggestions about panel data analysis for time series

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.