Lecture 7 Panel Data Models (Part I)

This is lecture 7 in my Econometrics course at Swansea University. Watch the lecture Live on The Economic Society Facebook page Every Monday 2:00 pm (UK time) between October 2nd and December 2017.

  / theeconomicsociety  

In this lecture, I covered an introduction to panel data models:

Nature of Panel Data: (aka longitudinal data) have both time series and cross-sectional dimensions. They arise when we measure the same collection of people or objects over a period of time.

This lecture covered the following models:
- Pooled OLS regression
- Fixed Effect Model
- Least Squares Dummy Variable LSDV
- Within Group Estimator
- Between Estimator
- Random Effects Estimator
- Hausman Test