Course

[STA521] Panel Data Analysis

Course IDSTA521
ProgramArtificial Intelligence
LevelMaster
Term1st
Credit5
MethodOnline

Panel data is a unique form of data that is with limited time-period but extended number of individuals. Such data analysis is key to BigData analysis in a short-term period. However important the topic is, it is often neglected that frameworks are needed to analyze such a complicated set of data. Below is the list of topics

  • Fixed effect vs. Random effect
    – First differencing
    – Within estimator
    – Hausman test
  • IV vs. 2SLS
    – Measurement error
  • Dynamic modeling
    – Method of moments
    – Generalized Method of Moments