[STA521] Panel Data Analysis
Course ID | STA521 |
---|---|
Program | Artificial Intelligence |
Level | Master |
Term | 1st |
Credit | 5 |
Method | Online |
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