Panel Data Models

Panel Data Models

Timestamps:
00:00 Panel Data Models
00:40 Panel data set up and variations
08:56 Pooled OLS estimator
09:57 Between estimator
11:04 First differences estimator
13:31 Fixed effects (within) estimator
18:31 Dummy variables regression with fixed effects
20:42 Panel data model examples
46:27 Random effects estimator
55:13 Hausman test for fixed effects versus random effects

Econometrics Academy:

[SalimKhan-toes]

this video made my day. thank you for uploading. You explain things in the most beautiful way.

[andreanaverjano]

This video was so helpful. I never leave comments, but the video is so good that I decided to leave one. Thank you so much!

[econometricsacademy]

At 6:41 in the video and in the lecture notes, slide 4, column 8 in the table, the formula for the within variation should be (Xit - mean(Xi)). Also the bars for the means don't show very well.
At 11:56, the intercept beta_0 also cancels out, so it should not be included in the first differences estimator equation.

[bettyblue]

Best econometrics course ever, thanks a lot. Life saver indeed✌️

[debtanudas]

Kudos Madam... This is such an awesome explanation. so detailed yet not boring

[anisha]

Clean, to-the-point, and well-demonstrated video. Thank you

[virajvibhute]

This is so beautifully explained. Thank you!

[robk]

Thanks for sharing the videos! Can you make a video on Dynamic Panel Data Models and the application of GMM estimators?

[ben-drwf]

Thank you ma'am. Very helpful lecture.

[jenniferberkoh]

Great video and very well explained!Thanks