Dynamic Panel Data Model: Introduction and Simple Static Models - Part I
Offered By: NPTEL-NOC IITM via YouTube
Course Description
Overview
Explore the intricacies of dynamic panel data models in this comprehensive 29-minute lecture. Delve into advanced panel data modeling techniques, addressing the limitations of fixed effects and difference-in-differences methods when applied to dynamic scenarios. Gain insights into simple static panel data models before progressing to dynamic structures. Examine two-way error components and investigate two distinct types of persistence in panel data. Enhance your econometric toolkit with this in-depth exploration of dynamic panel data analysis techniques.
Syllabus
Introduction
Simple static panel data model
Dynamic panel data model
Twoway error component
Two types of persistence
Taught by
NPTEL-NOC IITM
Related Courses
Policy Analysis Using Interrupted Time SeriesThe University of British Columbia via edX Quantitative Finance
Indian Institute of Technology Kanpur via Swayam Macroeconometric Forecasting
International Monetary Fund via edX Explaining Your Data Using Tableau
University of California, Davis via Coursera Time Series Forecasting
Udacity