Chap 13. Pooling Cross Sections across Time(截面和面板数据分析,复旦大学,陆铭、张晏).pptVIP

Analysis of Cross Section and Panel Data 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 Analysis of Cross Section and Panel Data Part 3. Some Advanced Topics Chap 13. Pooling Cross Sections across Time Data Structure Pooled Cross Section; Panel Data Independently Pooled Cross Section they consist of independently sampled observations. 与单一随机样本的差别：在不同时点对总体抽样可能导致观测点不是同分布的（not identically distributed.） Different intercept and slopes Policy analysis Panel Data The same units we cannot assume that the observations of longitudinal data are independently distributed across time. Special models and methods Differencing (remove time-constant, unobserved attributes of the units.) Pooled Cross Sections Panel or Longitudinal Data 13.1 Pooling Independent Cross Sections across Time Increase the sample size Dummy Variables the population may have different distributions in different time periods different intercept and slopes Year dummy: including dummy variables for all but one year, where the earliest year in the sample is usually chosen as the base year. The pattern of coef. on the year dummies The change of the coef. of the key variable over time policy analysis Example 13.1 Has the pattern of women’s fertility Changed? Factors on Women’s Fertility over Time? age; education; religion; region dependent variable: fertility rates; different period Data: FERTIL1.RAW, which is similar to that used by Sander (1994), comes from the National Opinion Research Center’s General Social Survey for the even years from 1972 to 1984 Interpretations base year: 1972 education: .128(4)=.512. turning point of age heteroskedasticity of error term over time? B-P test; WLS educ? interaction effects (P. 13.7, IV) Has the effect of education on fertility rates changed over time? The Chow Test for Structural Change Across Time