Lab 8 — Difference in Differences

11 janeiro 2022, 16:00 • Hugo Castro Silva

Lab 8 — Difference in Differences

Ch. 9 Panel Data Analysis I (First differences); Ch. 10 Panel Data Analysis II (intro to Fixed effects)

11 janeiro 2022, 14:00 • Hugo Castro Silva

Panel Data Analysis I —First Differences (FD)

Recap of this chapter after a long break.

First Differences

• Serial correlation in panel data: what it is, what are its consequences
• Testing for serial correlation after a first differences regression
• Positive vs. negative serial correlation
• Correcting for serial correlation: clustered standard errors.
• FD limitations

Panel Data Analysis II —Fixed Effects (FE)

Fixed effects

• The within transformation.
• Time-demeaning variables.
• Estimating the within transformation with pooled OLS (POLS)
• Application (example 14.1)

Lab 8 - Difference in Differences

11 janeiro 2022, 12:30 • António Sérgio Constantino Folgado Ribeiro

Lab 8 - Difference in Differences

Lab 7 and Lab 8 introduction

17 dezembro 2021, 16:30 • António Sérgio Constantino Folgado Ribeiro

Lab 7 — Limited Dependent Variable Models; Lab 8 — Difference in Differences

14 dezembro 2021, 16:00 • Hugo Castro Silva

Lab 7 — Limited Dependent Variable Models

• getting marginal effects in non-linear probability models
• using margins as a tool for analysis

Lab 8 — Difference in Differences