This lecture discusses an introduction to panel data structure, composite error terms, unobserved heterogeneity, idiosyncratic shocks, pooled OLS estimation, cluster-robust standard errors, first differencing strategy, first differenced estimator, and first differenced estimator with multiple explanatory variables. The materials of this lecture are based on Jeffrey Wooldridge's Introduction to Modern Econometrics.
Time codes
0:00:00 - Introduction
Website: sahadewo.wordpress.com
Twitter: @gasahadewo
Department of Economics
Faculty of Economics and Business
Universitas Gadjah Mada
Indonesia
16 апр 2021
