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Econometrics 2

Econometrics 2. Advanced Panel Data Methods II. Panel Data Methods. Last time: Panel data with more periods and fixed effects estimation. First-differencing with more than two periods (13.5) Within transformation (14.1) Dummy variable regression A simulated illustration

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AAE637 Topics for Feb. 20, 2007

AAE637 Topics for Feb. 20, 2007. Hypothesis testing under the GLS Model The F-Statistic under GLS Test statistic with linear hypothesis and J =1 (e.g., a single linear combination of estimated coefficients) Introduction to Feasible GLS General estimation procedure

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Econometrics 2

AAE637 Topics for Feb. 20, 2007