UsefulLinks
Economics
Foundational Economics
Econometrics
1. Introduction to Econometrics
2. Review of Probability and Statistics
3. The Simple Linear Regression Model
4. The Multiple Linear Regression Model
5. Model Specification and Functional Forms
6. Qualitative Information and Dummy Variables
7. Violations of Classical Assumptions
8. Endogeneity and Instrumental Variables
9. Model Selection and Specification Testing
10. Limited Dependent Variable Models
11. Time Series Econometrics
12. Panel Data Econometrics
13. Causal Inference and Program Evaluation
14. Advanced Econometric Topics
15. Computational Econometrics
12.
Panel Data Econometrics
12.1.
Panel Data Structure and Advantages
12.1.1.
Data Organization
12.1.1.1.
Balanced vs. Unbalanced Panels
12.1.1.2.
Short vs. Long Panels
12.1.2.
Advantages of Panel Data
12.1.2.1.
Controlling for Unobserved Heterogeneity
12.1.2.2.
Increased Sample Size and Efficiency
12.1.2.3.
Studying Individual Dynamics
12.2.
Static Panel Data Models
12.2.1.
Pooled OLS Model
12.2.1.1.
Assumptions and Limitations
12.2.1.2.
When Appropriate
12.2.2.
Fixed Effects Model
12.2.2.1.
Within Transformation
12.2.2.2.
First Difference Estimator
12.2.2.3.
LSDV Estimator
12.2.2.4.
Time-Invariant Variables
12.2.3.
Random Effects Model
12.2.3.1.
GLS Estimation
12.2.3.2.
Assumptions
12.2.3.3.
Comparison with Fixed Effects
12.2.4.
Choosing Between Models
12.2.4.1.
Hausman Test
12.2.4.2.
Breusch-Pagan Test
12.3.
Dynamic Panel Data Models
12.3.1.
Lagged Dependent Variables
12.3.1.1.
Nickell Bias
12.3.1.2.
Inconsistency of Standard Estimators
12.3.2.
GMM Estimation
12.3.2.1.
Arellano-Bond Estimator
12.3.2.2.
Blundell-Bond System GMM
12.3.2.3.
Instrument Validity Tests
12.4.
Panel Data with Limited Dependent Variables
12.4.1.
Fixed Effects Logit
12.4.2.
Random Effects Probit
12.4.3.
Dynamic Binary Choice Models
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13. Causal Inference and Program Evaluation