Arellano, M. (2003) Panel Data Econometrics, Oxford U. Press. Other useful
References: • Baltagi, B. H. (2001) Econometric Analysis of Panel Data (second
ed.) ...
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Baltagi, B.H. (2005), Econometric Analysis of Panel Data, 3rd edition, Wiley.
Cameron, A.C. and ... http://cemmap.ifs.org.uk/wps/cwp0209.pdf). Other
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Jun 19, 2008 ... fractional response models for cross section data to panel data. We ... L.E. Papke,
J.M. Wooldridge / Journal of Econometrics 145 (2008) 121–133 ... include team ''
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Baltagi, Badi H., Econometric Analysis of Panel Data, John Wiley & Sons, 2nd ...
Jeffrey M., Econometric Analysis of Cross Section and Panel Data, MIT Press,.
yang kita buat tentang intersep, koefisien slope dan variabel gangguannya. ...
atau tidak? Keputusan apakah kita sebaiknya menambah variabel dummy untuk.
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General introduction
Panel Data Econometrics Master of Science in Economics - University of Geneva
Christophe Hurlin, Université d’Orléans University of Orléans
January 2010
C. Hurlin
Panel Data Econometrics
General introduction
De…nitions What are the main advantages of the panel data sets and the panel d Issues involved in utilizing panel data Outline of the lecture
General introduction
De…nition A longitudinal, or panel, data set is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. (Hsiao,2003, page 2).
C. Hurlin
Panel Data Econometrics
General introduction
De…nitions What are the main advantages of the panel data sets and the panel d Issues involved in utilizing panel data Outline of the lecture
General introduction
Terminology and notations: Individual or cross section unit : country, region, state, …rm, consumer, individual, couple of individuals or countries (gravity models) etc. Double index : i (for cross-section unit) and t (for time) yit for i = 1, .., N and t = 1, .., T
C. Hurlin
Panel Data Econometrics
General introduction
De…nitions What are the main advantages of the panel data sets and the panel d Issues involved in utilizing panel data Outline of the lecture
General introduction De…nitions A micro-panel data set is a panel for which the time dimension T is largely less important than the individual dimension N (example: the University of Michigan’s Panel Study of Income Dynamics, PSID with 15,000 individuals observed since 1968): T