面板数据1.pptVIP

Analysis of Cross Section and Panel Data Ming Lu Yan Zhang School of Economics, Fudan University CCER, Fudan University Introductory Econometrics A Modern Approach Yan Zhang School of Economics, Fudan University CCER, Fudan University Motivation Theoretical Empirical Research Theoretical Research in China What’s “modern” approach? Motivation 实证研究的重要性 理论研究与理论研究文章在中国的困境 什么是规范的研究方法 Model的乐趣 什么是规范的实证研究方法 Modern 计量经济学课程 学与用 Lu’s points What’s Panel Data（面板数据）? Cross-Sectional Data Different units; at a given point in time Time Series Data Same units; overtime Panel Data a time series for each cross sectional member Pooled Cross Sections Specialties of Different Data Structure Cross-Sectional Data Random sampling; ordering Time Series Data Time dependent; Data frequency; Seasonal pattern Panel Data Characteristic of cross sectional members Results of govt. policies (Pooled Cross Sections) Our Focus Cross-Sectional Data Fundamental approach Panel Data Pooled Cross Sections; LSDV Advanced Topics IV and TSLS; Simultaneous Eq. ; Limited Dependent Variable Models and Sample Selection Corrections; Readings Textbook: Jeffrey M. Wooldridge, Introductory Econometrics——A Modern Approach. References: J.M. Wooldridge, Econometric Analysis of Cross Section and Panel Data. W.H. Green, Econometric Analysis. Some Papers Analysis for Cross Section and Panel Data Chap 1. The Nature of Econometrics and Economic Data 1.1 What’s Econometrics? Econometrics is based upon the development of statistical methods for estimating economic relationships, testing economic theories, and evaluating and implementing government and business policy. Econometrical Analysis Methods Applications 1.2 The Structure of Economic Data Nonexperimental Data (Observational data) Experimental Data Cross-Sectional Data Time Series Data Pooled Cross Sections Panel or Longitudinal Data 1.3 Theoretical and Empirical Analysis E.g. Economics of Crime (Gary