Panel Data

Readings

  • Fixed Effects

    • AP1 Chapter 5
    • C Chapter 8
    • CT Chapter 21
    • HA Chapter 17
    • HK Chapter 16
    • W1 Chapter 14
    • W2 Chapter 10

Slides

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Sample R Code

The code below goes through an exercise estimating with various panel data approaches under scenarios where the unobserved effect is or is not correlated with the main independent variable, and whether strict exogeneity holds.

EC655panel.R