Econometrics

  1. Panel Data Econometrics
    1. Panel Data Structure and Advantages
      1. Data Organization
        1. Balanced vs. Unbalanced Panels
          1. Short vs. Long Panels
          2. Advantages of Panel Data
            1. Controlling for Unobserved Heterogeneity
              1. Increased Sample Size and Efficiency
                1. Studying Individual Dynamics
              2. Static Panel Data Models
                1. Pooled OLS Model
                  1. Assumptions and Limitations
                    1. When Appropriate
                    2. Fixed Effects Model
                      1. Within Transformation
                        1. First Difference Estimator
                          1. LSDV Estimator
                            1. Time-Invariant Variables
                            2. Random Effects Model
                              1. GLS Estimation
                                1. Assumptions
                                  1. Comparison with Fixed Effects
                                  2. Choosing Between Models
                                    1. Hausman Test
                                      1. Breusch-Pagan Test
                                    2. Dynamic Panel Data Models
                                      1. Lagged Dependent Variables
                                        1. Nickell Bias
                                          1. Inconsistency of Standard Estimators
                                          2. GMM Estimation
                                            1. Arellano-Bond Estimator
                                              1. Blundell-Bond System GMM
                                                1. Instrument Validity Tests
                                              2. Panel Data with Limited Dependent Variables
                                                1. Fixed Effects Logit
                                                  1. Random Effects Probit
                                                    1. Dynamic Binary Choice Models

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                                                  11. Time Series Econometrics

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                                                  13. Causal Inference and Program Evaluation