Recent developments in the econometrics of panel data analysis |
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| Institution: | 1. Department of Analytical Chemistry, Faculty of Chemistry, University of Vienna, Vienna, Austria;2. Department of Biochemistry, Faculty of Science, Kasetsart University, Bangkok, Thailand;1. Cancer Molecular Biology Unit, Candiolo Cancer Institute, FPO-IRCCS, Candiolo, Italy;2. Department of Oncology, University of Turin, Torino, Italy;3. Pathology Unit, Candiolo Cancer Institute, FPO-IRCCS, Candiolo, Italy;4. Gynaecological Oncology Unit, Candiolo Cancer Institute, FPO-IRCCS, Candiolo, Italy;5. Radiology Unit, Candiolo Cancer Institute, FPO-IRCCS, Candiolo, Italy;6. Multidisciplinary Outpatient Oncology Clinic, Candiolo Cancer Institute, FPO-IRCCS, Candiolo, Italy;7. Clinical Research Office, Candiolo Cancer Institute, FPO-IRCCS, Candiolo, Italy;8. Oncogenomics Unit, Candiolo Cancer Institute, FPO-IRCCS, Candiolo, Italy;9. Department of Medical Sciences, University of Turin, Torino, Italy;10. Department of Molecular Biotechnology and Health Sciences, University of Turin, Torino, Italy;11. Center for Omics Sciences, IRCCS San Raffaele Scientific Institute, Milano, Italy |
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| Abstract: | The present paper surveys different issues related to the econometric analysis of panel data. It discusses the controversy over fixed effects vs. random effects models, specification error tests with panel data, the problem of specification of the distribution of initial values in dynamic models, maximum-likelihood estimation of dynamic models, tests for serial correlation with panel data, serial correlation vs. state dependence, multiple equation models with panel data, and errors in variables in panel data. References are also given for certain other miscellaneous problems involving panel data. |
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