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1 Quick Overview of the Basic Model - The …
Imbens/Wooldridge, Lecture Notes 2, Summer 07 What s New in Econometrics?NBER,Summer 2007 Lecture 2,Monday,July 30th, amLinear Panel Data ModelsThese notes cover some recent topics in linear panel data models. They begin with a modern treatment of the Basic linear Model , and then consider some embellishments, such asrandom slopes and time-varying factor loads. In addition, fully robust tests for correlatedrandom effects, lack of strict exogeneity, and contemporaneous endogeneity are 4 considers estimation of models without strictly exogenous regressors, and Section 5presents a unified framework for analyzing pseudo panels (constructed from repeated crosssections). Overview of the Basic ModelMost of these notes are concerned with an unobserved effects Model defined for a largepopulation.
Imbens/Wooldridge, Lecture Notes 2, Summer ’07 E yit|xit,ci t xit ci, (1.3) so the j are partial effects holding fixed the unobserved heterogeneity (and covariates other
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