Overview
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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