Panel Data Models
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Lecture: Panel Data Models.pdf
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Timestamps:
00:00 Panel Data Models
00:40 Panel data set up and variations
08:56 Pooled OLS estimator
09:57 Between estimator
11:04 First differences estimator
13:31 Fixed effects (within) estimator
18:31 Dummy variables regression with fixed effects
20:42 Panel data model examples
46:27 Random effects estimator
55:13 Hausman test for fixed effects versus random effects
Econometrics Academy:
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Panel Data Models
Теги
Panel data modelspanel datafixed effectsindividual specific effectswithin estimatorbetween estimatorrandom effects estimatorhausman testfixed effects estimatorfirst differences estimatorhausman test for fixed random effectsfiexed effects dummy variablespooled OLS estimatorwithin variationbetween variationoverall variationpanel econometrics
