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Econometrics 1

Econometrics 1. Lecture 17 Pooling Cross Section and Time Series. Need For Pooling Time Series and Cross Section data. Two Methods of combining Time Series and Cross Section: Panel Model and Pooling Regression. A Glimpse of Panel Method.

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Econometrics 1

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  1. Econometrics 1 Lecture 17 Pooling Cross Section and Time Series

  2. Need For Pooling Time Series and Cross Section data

  3. Two Methods of combining Time Series and Cross Section: Panel Model and Pooling Regression

  4. A Glimpse of Panel Method

  5. Three different methods of pooling observations with time series and cross section dimension

  6. Dummy Variable Method

  7. SURE: An Example from Economic Growth across countries

  8. Assumption of Sure Model

  9. SURE: Stacking Models

  10. Variance-Covariance Structure of Errors in a Sure Model

  11. Sure Estimation

  12. GLS Example in SURE

  13. Error component Method

  14. Error component Method-2

  15. Application: A Growth and Inflation Across countries over time

  16. Shazam Syntax

  17. One Result on Pooling Model

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