Panel data models – Resources
Introductory materials on Panel Data Models
What are Panel Data? (download)
Introductory Slides to Panel Data by M. Guerini (soon available)
Additional material will be uploaded after the Methodological course foreseen in March 2020.
Using Panel Data Models with STATA
Technical prerequisite: STATA software, version 14 (minimum) (download)
Basics of STATA (download)
Dedicated webpage on STATA website on panel data (download)
STATA manual on xt commands (download)
Example on FE vs. RE linear regression models (download)
Additional material (presentations, examples and do files) will be uploaded after the Methodological course foreseen in March 2020.
Comprehensive panel texts
Baltagi, B.H. (1995, 2001), Econometric Analysis of Panel Data, 1st and 2nd editions, New York, John Wiley.
Hsiao, C. (1986, 2003), Analysis of Panel Data, 1st and 2nd editions, Cambridge, UK, Cambridge University Press.
More selective advanced panel texts
Arellano, M. (2003), Panel Data Econometrics, Oxford, Oxford University Press.
Lee, M.-J. (2002), Panel Data Econometrics: Methods-of-Moments and Limited Dependent Variables, San Diego, Academic Press.
Texts with several chapters on panel data
Cameron, A.C. and P.K. Trivedi (2005), Microeconometrics: Methods and Applications, New York, Cambridge University Press.
Greene, W.H. (2008), Econometric Analysis, sixth edition, Upper Saddle River, NJ, Prentice-Hall.
Wooldridge, J.M. (2002), Econometric Analysis of Cross Section and Panel Data, Cambridge, MA, MIT Press.