Econometric analysis of panel data using Stata
This talk discusses estimation, inference, and interpretation of panel-data models using Stata. The talk usually covers the linear RE and FE models, linear RE and FE models with AR(1) errors, linear RE and FE models with general within-panel correlation structures, Hausman–Taylor estimation, linear RE and FE with endogenous variables, linear FE dynamic models, linear mixed models, FE and RE nonlinear models, FE and RE logit models, FE and RE Poisson models, and stochastic frontier models for panel data. The talk briefly introduces each model discussed.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||18 Sep 2006|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.stata.com/meeting/12uk|
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:boc:usug06:09. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.