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Panel Data Linear Analysis
Instructor: Badi Baltagi This course considers methodological and substantive issues concerning the analysis of panel data. It starts by reviewing basic panel data models emphasizing the benefits and limitations of panel data over time series or cross-section data. Basic estimation and testing methods for random and fixed effects models are reviewed and illustrated using empirical applications using Stata and EViews. Next, problems of endogeneity in panel models are studied and panel instrumental variable estimation methods as well as Hausman type tests are reviewed and applied using an empirical application. The course also covers an introduction to dynamic panel data models. Finally, for large macro panels with a large number of countries observed over a long time series, we study issues of non-stationarity and illustrate panel unit root tests using EViews. Program: 1. Basic Review of Panel Data Methods: Estimation and Test of Hypotheses
2. Simultaneous Equations and Endogeneity in Panel Data Models
3. Dynamic Panel Data: introduction
4. Nonstationary Panels Basic Reference Econometric Analysis of Panel Data, 4th Edition Prof. Badi Baltagi, Distinguished Professor of Economics, Syracuse University
ISBN: 978-0-470-51886-1
©2008
366 pages Optional Text for Practical Sessions A Companion to Econometric Analysis of Panel Data
Prof. Badi Baltagi
ISBN: 978-0-470-74403-1
©2009 Dr. Badi Baltagi is currently Distinguished Professor of Economics at Syracuse University and Part-time Chair in Economics at the University of Leicester. He holds a PhD. in Economics from the University of Pennsylvania. He is Senior Research Associate at the Center for Policy Research at Syracuse University and is a Research Fellow at several other institutions. He is Associate Editor of the Journal of Econometrics and is on the Editorial Board of Empirical Economics and Econometric Reviews. | 
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