トップ         略　歴         研　究         講　義

 教科書

• Arellano, M (2003)   Panel Data Econometrics, Oxford University Press.
• Baltagi, B. H. (2008)   Econometric Analysis of Panel Data, 4th ed., John Wiley and Sons.
• Cameron, A. C. and P. K. Trivedi (2005)   Microeconometrics: Methods and Applications, Cambridge University Press.
• Hsiao, C. (2003)   Analysis of Panel Data, 2nd ed., Cambridge University Press. (『ミクロ計量経済学の方法：パネルデータ分析』、国友直人訳、東洋経済)
• Wooldridge, J. M.  (2011) Econometric Analysis of Cross Section and Panel Data, 2nd ed. , MIT Press.
• 北村行伸 (2005) 『パネルデータ分析』，岩波書店．
  
  

 論文集

• Baltagi, B. H. ed. (2006)   Panel Data Econometrics, Theoretical Contributions and Empirical Applications, Elsevier.
• Baltagi, B. H. ed. (2000)   Nonstationary Panels, Panel Cointegration, and Dynamic Panels, Advances in Econometrics, JAI Press.
• Hsiao,C., C., K. Lahiri, L. F. Lee, and M. H. Pesaran ed. (1999)   Analysis of Panels and Limited Dependent Variable Models, Cambridge University Press
• Matyas, L. and P. Sevestre ed. (1992)   The Econometrics of Panel Data; Handbook of Theory and Applications, Kluwer Academic.
• Matyas, L. and P. Sevestre ed. (1996)   The Econometrics of Panel Data 2nd ed., Handbook of Theory and Applications, Kluwer Academic.
• Matyas, L. and P. Sevestre ed. (2008)   The Econometrics of Panel Data 3rd ed,: Fundamentals and Recent Developments in Theory and Practice, Springer.
• Nerlove, M. (2002)   Essays in Panel Data Econometrics, Cambridge University Press.

 サーベイ論文(上記論文集に含まれているものは除く)

• Arellano, M. and S. Bonhomme (2011)   "Nonlinear Panel Data Analysis" Annual Review of Economics, 3, 395-424
• Arellano, M. and B. E. Honore (2001)   "Panel Data Models: Some Recent Developments," in J. Heckman and E. Leamer eds. Handbook of Econometrics, Vol. 5, Chap. 53, 3229-3296.
• Bond, S. (2002)   "Dynamic Panel Data Model: A Guide to Micro Data Methods and Practice," Portuguese Economic Journal, 1, 141-162.
• Chamberlain, G. (1984)   "Panel Data," in Z. Griliches and M. D. Intriligator eds. Handbook of Econometrics, Vol. 2, Chap. 22, 1248-1318.
• Choi, I. (2006)   "Nonstationary Panels", in T. C. Mills and K. Patterson ed. Palgrave Handbooks of Econometrics, Vol. 1, Palgrave Macmillan.
• Hsiao (2011)   "Dynamic Panel Data Models" in Handbook of Empirical Economics and Finance A. Ullah and D. E. A. Giles Ed.
• Lee, L. F. and J. Yu (2010)  "Some Recent Developments in Spatial Panel Data Models" Regional Science and Urban Economics , 40, 5, 255-271
• Moscone, F. and Tosetti, E. (2009)   "A Review and Comparison of Tests of Cross-Section Independence in Panels" Journal of Economic Surveys ,23, 3, 528-561
• Sarafidis, V and T. Wansbeek (2012)   "Cross-section Dependence" Econometric Reviews
• 北村行伸 (2003) 「パネルデータ分析の新展開」，『経済研究』，54，74-93．
• 千木良 (2008) 「静学的パネル分析」『経済研究』, 59巻,第2号, 97-111ページ
• 早川 (2008) 「定常な動学的パネル分析」『経済研究』, 59巻,第2号, 112-125ページ
• 早川・千木良・山本 (2008) 「非定常な動学的パネル分析」『経済研究』, 59巻,第2号, 126-138ページ.