Introduction
What this guide covers
Introduction Introduction Treatise of stochastic methods
Overview
Topics covered
- Introduction
- Panel data models
- Fixed effects (FE) vs. Random effects (RE)
- Derivation of the Within Transformation (Fixed Effects Estimator)
- Hausman Specification Test
- Dynamic effects: Arellano-Bond estimators (difference GMM)
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
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y_{it} = X_{it}\beta + \alpha_i + u_{it}, \quad i = 1, \dots, N, \quad t = 1, \dots, T