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Panel Data Models 

econometricsacademy
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Panel Data Models
sites.google.com/site/econome...
Lecture: Panel Data Models.pdf
drive.google.com/file/d/1tIzt...
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:
sites.google.com/site/econome...

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7 авг 2024

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Комментарии : 15   
@econometricsacademy
@econometricsacademy 3 года назад
At 6:41 in the video and in the lecture notes, slide 4, column 8 in the table, the formula for the within variation should be (Xit - mean(Xi)). Also the bars for the means don't show very well. At 11:56, the intercept beta_0 also cancels out, so it should not be included in the first differences estimator equation.
@SalimKhan-to6es
@SalimKhan-to6es 3 года назад
this video made my day. thank you for uploading. You explain things in the most beautiful way.
@andreanaverjano4854
@andreanaverjano4854 3 года назад
This video was so helpful. I never leave comments, but the video is so good that I decided to leave one. Thank you so much!
@bettyblue8974
@bettyblue8974 9 месяцев назад
Best econometrics course ever, thanks a lot. Life saver indeed✌️
@anisha2041
@anisha2041 2 года назад
Clean, to-the-point, and well-demonstrated video. Thank you
@debtanudas2084
@debtanudas2084 3 года назад
Kudos Madam... This is such an awesome explanation. so detailed yet not boring
@marialuts2214
@marialuts2214 3 года назад
This video is golden, thank you!
@virajvibhute8510
@virajvibhute8510 2 года назад
This is so beautifully explained. Thank you!
@robk743
@robk743 3 года назад
Thanks for sharing the videos! Can you make a video on Dynamic Panel Data Models and the application of GMM estimators?
@mayeehab
@mayeehab 3 года назад
yes, I would also ask for that.
@theupwardlook4703
@theupwardlook4703 3 года назад
This is an excellent video. Kudos
@ben-dr3wf
@ben-dr3wf 3 года назад
Thank you ma'am. Very helpful lecture.
@jenniferberkoh2124
@jenniferberkoh2124 2 года назад
Great video and very well explained!Thanks
@yulinliu850
@yulinliu850 3 года назад
Many thanks!
@zoozolplexOne
@zoozolplexOne 2 года назад
cool !!!
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