Transcription of Econometrics Lecture Notes-Panel Data Analysis
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Econometrics Lecture Notes-Panel Data Analysis
Overview of OLS for Linear ModelsLinear Panel data Models: BasicsLinear Panel data Models: ExtensionsEconometrics Lecture Notes-Panel data AnalysisQingfeng LiuOtaru University of CommerceQingfeng LiuEconometrics Lecture Notes-Panel data Analysis1 / 42 Overview of OLS for Linear ModelsLinear Panel data Models: BasicsLinear Panel data Models: Extensionsassumptions for OLSyi= + xi+ i = x0x 1x0y1 Var( i)= 2fori=1, ,n. ( i j)=0 fori6=j. No series ( ijxi)=0 (E( ixi)=0). LiuEconometrics Lecture Notes-Panel data Analysis2 / 42 Overview of OLS for Linear ModelsLinear Panel data Models: BasicsLinear Panel data Models: Extensionsproperties of OLS1E = , !
Overview of OLS for Linear Models Linear Panel Data Models: Basics Linear Panel Data Models: Extensions assumptions for OLS y i = α+ βx i +ε i βˆ = x 0x 1 x y 1 Var (ε i) = σ2 for i = 1, ,n. Homogeneity.
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