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1、EconometricAnalysisofPanelDataWilliamGreeneDepartmentofEconomicsSternSchoolofBusinessPanelDataModelingOutcome(s)yiModelspecification:BehavioraldescriptionObservationmechanism:HorizontalandtimeCommoneffectsbuiltexplicitlyintothemodel:ObservedandunobservedResea
2、rchCommunity:Economics,politicalscience,sociology:longitudinal,Transport,marketing:statedchoiceexperimentsHealth:repeatedmeasures,mixedmodelsUrban®ionaleconomics:hierarchicalmodelsStartingPoint ADynamicLinearModelBenefitsofPanelDataTimeandindividualvariati
3、oninbehaviorunobservableincrosssectionsoraggregatetimeseriesObservableandunobservableindividualheterogeneityRichhierarchicalstructuresMorecomplicatedmodelsFeaturesthatcannotbemodeledwithonlycrosssectionoraggregatetimeseriesdataaloneDynamicsineconomicbehaviorP
4、anelDataSetsLongitudinaldata–‘shortpanels’Nationallongitudinalsurveyofyouth(NLS)Britishhouseholdpanelsurvey(BHPS)PanelStudyofIncomeDynamics(PSID)GermanSocioeconomicPanel(GSOEP)MedicalExpenditurePanelSurvey(MEPS)Householdincomeandlabordynamics(HILDA,Australia)
5、Crosssectiontimeseries–‘longpanels’Grunfeld’sinvestmentdataPennworldtablesFinancialdatabyfirm,year–‘hugepanels’rit–rft=i(rmt-rft)+εit,i=1,…,many;t=1,…manyExchangeratedata,essentiallyinfiniteT,largeNEffects:i=+viPanelDataSetsLongitudinaldata–‘shortpanels’Na
6、tionallongitudinalsurveyofyouth(NLS)Britishhouseholdpanelsurvey(BHPS)PanelStudyofIncomeDynamics(PSID)GermanSocioeconomicPanel(GSOEP)MedicalExpenditurePanelSurvey(MEPS)Householdincomeandlabordynamics(HILDA,Australia)Crosssectiontimeseries–‘longpanels’Grunfeld’
7、sinvestmentdataPennworldtablesFinancialdatabyfirm,year–‘hugepanels’rit–rft=i(rmt-rft)+εit,i=1,…,many;t=1,…manyExchangeratedata,essentiallyinfiniteT,largeNEffects:i=+viPanelDataSetsLongitudinaldata–‘shortpanels’Nationallongitudinalsurveyofyouth(NLS)Britishh
8、ouseholdpanelsurvey(BHPS)PanelStudyofIncomeDynamics(PSID)GermanSocioeconomicPanel(GSOEP)MedicalExpenditurePanelSurvey(MEPS)Householdincomeandlabordynamics(HILDA,Australia)Crosssectiontime
