英国牛津大学讲义：Panel Data Course.pptVIP

Panel Data CourseLecture 1 Trinity Term 2006 Dr David Rueda Today: Introduction to Panel Data Some practical issues about the class. Today’s Lecture Introduction and terminology. Panel data variation. Single-Equation Linear Model. To pool or not to pool. Unit heterogeneity: fixed effects. Advantages and disadvantages of fixed effects. Stata Session: Introductory TSCS command. Introductory TSCS analysis. Some Practical Issues about the Class (1): Topics and Schedule for the Term: Week 1: Introduction and Terminology. Panel Data Variation. Single-Equation Linear Model. Unit heterogeneity: fixed effects. Week 2: Random Effects. Fixed versus Random Effects. Week 3: More on TSCS/Panel Models. The Parks Method. Panel-Corrected Standard Errors. Temporal Dynamics in TSCS/Panel Data. Week 4: More on Temporal Dynamics in TSCS/Panel Data. First Difference Estimators. Arellano and Bond. Random Coefficient Models. Some Practical Issues about the Class (2): Taking the Course for Credit? This course will be examined in the form of an assignment to be set by the lecturer. Those students taking the course for credit should talk to the lecturer during the first session. The assignment will involve data analysis and writing a report covering all topics examined during the course. The assignment will be due during the last week of Trinity term (or by arrangement with the instructor). Details to be agreed with the instructor. Some Practical Issues about the Class (3): Class is divided into two halves. In the first half, we do the lecture. In the second we do the related Stata session. All material for this course are on my website: The rubric is there (it will change, keep checking). Class and Stata session presentations will be there. Go to my website (http://users.ox.ac.uk/~polf0050/) and then teaching, Oxford, etc. Go to the class website directly: http://users.ox.ac.uk/~polf0050/page8.html You can/should take the time series class with Mark Pickup. We emphasize intuitions i