Panel data econometrics - an introduction

This video provides an introduction to panel data econometrics, highlighting the issue of unobserved heterogeneity.

[brandonjacobs]

Mr. Lambert I know it has been a decade since you've posted these videos, but I've performed exceptionally well in my econometrics class and it's all because of your videos. THANK YOU! You are a blessing!

[BORNBYM]

Thank you Ben <3 You are the light at the end of the very dark tunnel called econometrics. Wouldn't have passed last semester if it wasn't for you <3 <3 <3 <3

[jays]

Hi Ben, this is a great video. I learned about the use of panel data and heterogeneity when I was doing my undergraduate degree 35 years ago. The lectures were dry and obviously I did not learn that well. Your explanation is the clearest by miles. It all makes sense! I think I will watch a few more videos of yours. Many thanks for the hard work.

[georginathomas]

BEN YOU ARE A STAR! THANK YOU SO MUCH - I wish you were my teacher :(

[gabrielshields]

Love your Econometrics videos it's so much clearer than at Uni thanks a lot!

[mastahid]

I wish I was a Brit so I can understand your explanation better. The note is very helpful, though. Best econometric lecture on youtube!

[elifkloss]

i have my econometrics exam tomorrow and I know nothing since I didn't attend to classes and now im here studying only from your videos, if I can get over 40, I owe you a big thanks

[mabelwood]

Thank you for your videos, It is very useful to understand the concept behind each econometrics models. I wish I found you while I was doing my courses, however, still very useful for my thesis and teaching a practical approach to econometric. Thank you

[SpartacanUsuals]

Hi, in gretl in order to show that you are dealing with panel data you need to save the data in that particular format. Not sure about SAS I must admit. In Excel I wouldn't try it! Hope that helps, Ben

[javsh]

no fucking clue what i just watched but to whoever needs this, goodluck because erm i was trying to find a video for call of duty

[sbptl]

Excellent video, very well explained. Thanks for uploading.

[Dr.Ateeb-Economist]

Dear Ben,

I am in Advanced Econometrics class which is on Panel data econometric A-Z. I was looking at your videos of Panel Data Econometrics which are 25 in total, Can you kindly specify an arrangement of which video follows which one so that it is easier to follow? Kindly reply me in inbox with names of videos that come one after the other and I can watch them and learn. Your Intro to Econometrics was really great and I learned a great deal from them.

waiting

Regards,

Ateeb

[tejaspanchal]

Great Video! I was just wondering if in such a model is there a method to check for a structural break (especially if the model is a time series cross section with many time periods)?

[stanleynwanekezie]

Hi Pat. I have a data question. Suppose I am building a model of state-level consumer expenditure on macroeconomic factors using least squares dummy variables regression. Also suppose that inflation data does not exist at state but at national level and the impact of inflation is something I want to capture. Can I take the national-level data and duplicate it for all states?

[mariasmoczynska]

Hey Ben, could you please explain why do you call city dependent variables as unobservable? The ones mentioned on the video seem to be measurable (demographics, education?). Shouldn't variables used be more like: culture, customs (unobservable metrics)?

[Fengyuanchu]

Thank you for the detailed film. However, there is a question I want to ask. Why are the dummy variables representing Vt not included in a fixed effect model or LSDV model in other vedios?

[nortongartino]

great videos, man! keep up! these videos helped me a lot.

[yufu]

that's awesome! thank you for providing such a nice video~!

[youhenok]

hey is an excellent video. i thank you as usual.

[nirnaya]

Hello. Why are we using dummy variables for the first error term? Thanks!