计量经济学导论ch14.ppt

? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Chapter 14 Advanced Panel Data Methods Wooldridge: Introductory Econometrics: A Modern Approach, 5e Fixed effects estimation Estimate time-demeaned equation by OLS Uses time variation within cross-sectional units (= within-estimator) Fixed effect, potentially corre-lated with ex