Unlock advanced econometric research with ‘Panel Data Econometrics: Methods-of-moments and Limited Dependent Variables’. This essential guide focuses on practical, computational, and implementable estimation methods for panel data analysis. Discover the power of the Generalized Method of Moments (GMM) for flexible applications and weak model assumptions. Explore semiparametric approaches that offer general solutions to real-world economic problems. The book compares parametric and semiparametric methods, highlighting the advantages of new techniques and providing distribution-free estimators for limited response models. Ideal for economists and researchers seeking to master modern panel data techniques, including strategies for the identification problem and practical GMM implementation. Includes accompanying programs and data sets.