Sumários
Not Taught.
9 janeiro 2025, 13:00 • Hugo Castro Silva
Labs were rescheduled to the previous Tuesday (7/1 14h30-16h00) to allow all students to have had all Lab sessions before the final test.
Not Taught.
9 janeiro 2025, 11:00 • Hugo Castro Silva
Labs were rescheduled to the previous Tuesday (7/1 14h30-16h00) to allow all students to have had all Lab sessions before the final test.
Lab. 11 Fixed Effects Estimation and Comparison of Panel Data Methods
7 janeiro 2025, 16:30 • Hugo Castro Silva
Lab. 11 Fixed Effects Estimation and Comparison of Panel Data Methods
Lab. 11 Fixed Effects Estimation and Comparison of Panel Data Methods
7 janeiro 2025, 14:30 • Hugo Castro Silva
Lab. 11 Fixed Effects Estimation and Comparison of Panel Data Methods
Ch. D Fixed Effects, First Differences, Random Effects. Comparison of panel models (conclusion)
7 janeiro 2025, 10:00 • Hugo Castro Silva
Lecture was moved up to allow for coordination of lab shifts before the final test.
Fixed effects vs. First differences
- both are unbiased under similar assumptions
- choice falls on presence of serial correlation
Unbalanced panels
- potential Issues and sources
Random Effects
- intuition
- assumptions
- use cases
- estimation
- comparison against FE and POLS
Comparison of POLS, RE, FD, FE
Applying panel methods to other data structures
- revisiting the idea of fixed effects as group dummies