Analysis of panel data and duration data

The textbook covers the topics of advanced level econometrics. It contains the theory and practice of applying actual methods of probabilistic-statistical analysis of economic and sociological data used to assess dependencies on prolonged samples of objects, in the role of which individuals, family, firms, regions, countries, etc. The presence of a sequential number of observations allows to take into account the individual features of various units of observation and their evolution, as well as study the duration of the objects of objects in a particular state (for example, the duration of poverty periods for households or unemployment periods for individuals).
The basic theoretical concepts of the analysis of panel data and data on the duration of states, as well as the principles of building the most sought-after models are presented. Examples of the use of the considered methods in practice are built on the real Russian panel data of the RMEZ (Russian monitoring of the economic condition and health of the population).
The use of studied methods for real Russian statistical data will allow you to deeper the goals and objectives of the economic policy of the state (or firms), as well as learn how to evaluate the results of this policy.
Manual useful undergraduates, graduate students and researchers specializing in the fields of mathematical methods for analyzing the economy, micro- and macroeconomic analysis, the economy of firms, analyzing the consumer behavior of the population, the labor market, the economy of health care, demographics