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PANEL DATA ANALYSIS AND MODELLING

Panel data is obtained through a longitudinal study, when the same entities (e.g. individuals, companies, countries) are observed in time. Thus, the panel dataset consists of both time series and cross-sectional data. It has extensive use in biological and social sciences. There are considerable advantages of using panel data as opposed to using only time series or only cross-sectional data. The additional information that the panel data provides allows for more accurate estimations. The panel data estimation methods require less assumptions and are often less problematic than simpler methods.

The dropbox folder contains exercises, research papers and industry cases that will be covered.

              

             

              is a coding software for statistical computing.                         Download here.

                is a free, open-source, software.

                Download here.

I have a blog titled review of different softwre packages

Module 0:  An Introduction to Panel Data Analysis

Module 1:  Linear Panel Models

Module 2:  Fixed Effect Models and Random Effect Models

Module 3:  Hausman Test

Module 4:  Dynamic Panel Models

Module 5: Levin and Lee Panel Unit Root Test

Module 6: Im, Pesaran and Smith Panel Unit Root Test

Module 7: Im, Pesaran and Smith Panel Unit Root Test

Module 8:  Pedroni Panel Cointegration Test

Module 9:  Panel Vector Auto Regression Model

Module 10:  Panel Vector Error Correction Model

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