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I'm looking for good panel data analysis references. I've Baltagi & "Panel Data Econometrics in R". But I want something which is short (max 100 pgs), lucid (know this criteria differs) & have examples to work through.

I'll be grateful if somebody can give me some references.

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I can recommend you Marno Verbbek's "Guide to Modern Econometrics". In the meantime there exists a third edition, but note that the first and second editions will do the job as well. The datasets used in the book are downloadable.

The book is not entirely dedicated to panel data. However, it has a chapter of some 50 pages dedicated to the topic. It is well explained and illustrated. The book is a very good point to start with panel data and to get the main ideas.

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Thank you Lejohn!I'll surely look into it. – Ari Feb 4 '12 at 9:49
Even though Gung's book is very lucid & covers a lot of topics on Panel Data analysis, but your book fulfill my basic requirement of being short. Also, it covers majority of Panel Data methods. – Ari Feb 6 '12 at 17:33
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This doesn't meet your criterion for short, but Fitzmaurice, Laird and Ware is very highly regarded. I would say it's clear, and it does have examples and problems to work through (with a website that has all the datasets in the book). The examples in the book are done with SAS, whereas I would prefer R, but it is possible to figure out the R code to conduct the analyses.

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Thank you Gung! I'll certainly look through it. Actually I was asking for short version as I won't get time to go through the methods rigorously. But this book might help to clear my basic ideas about panel data analysis. – Ari Feb 4 '12 at 8:01
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This book came highly recommended to me, and we now have it in our library at work: amazon.com/Applied-Longitudinal-Data-Analysis-Occurrence/dp/… – Michelle Feb 4 '12 at 22:58
Thank you Michelle! – Ari Feb 5 '12 at 7:36

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