Lecture 7 Panel Data Models (Part I)

[@lenku-vinceoosthuizen964]

Currently doing my post-grad in South Africa. During covid 19 with upcoming exams these lectures are absolute life savers. Thank you

[@eddieid2076]

Thank you very much dear prof. Excellent overview, review and demonstration.

[@rakeshhebbar6324]

Thnak you very much Sir...

[@clintonarum6935]

This is so helpful. Many thanks for the lecture.

[@sabreenkhan3498]

thank u soooo much ,,,,

[@bobo0612]

Thank you for sharing the videos, they are really helpful!

[@stevenkiyagga2982]

Thank you so much Dr. for the beautiful lecture. I am requesting you to share the data set for practice purposes.

[@Hanomics]

Thank you for follwoing the lecture and for your comment. All data and notes are on my personal website. Here is the link hanomics.com/mnm038/

[@JudiantoTjahjoNugroho]

DR. Hany, I do get confused of classical assumption fr panel data. Do we have to do Hetero, multicollinearity and autocorrelation test ?

[@karimbasem1234]

I love your motivation for the model.

[@Hanomics]

Thank you for watching and for your kind comment.

[@victor891107]

I have a panel data with N=27 and T=6 Years, which estimation technique can be best suitable for this?

[@emrearat5864]

Very informative lecture. Thanks a lot Dr. Abdel-Latif. I just have one questions concerning the meaning of the values in the Fixed Effects approach: By meaning the values of the regressors and regressands (p. 54), wouldn't that mean that time-invariant variables (in this specific case age) would not be computable, since every age_i,t minus mean(age_i) would always be equal to zero? You reiterated that constant terms, such as alpha or mu_i would obviously drop out of the equation. So this would also be the consequence for time-invariant variables, wouldn't it? Thanks in advance, best regards from Germany.

[@salaheddinechini602]

i liked your presentation for this lesson
thank you

[@Hanomics]

Thank you for your kind comment. I am glad to know you find it useful.

[@chaplanalyst]

I thank you so much for the excellent presentation! I have one question though. When we are just using a simple fixed-effects model, i.e. using OLS for the repeated-measures dataset, aren't we ignoring the dependence and make the p-values for the coefficients overestimated? Would this be a good reason to criticize the validity of fixed-effects model?

[@shraddhabhatia4203]

What is the difference between SURE and Pooled OLS?

[@karimbasem1234]

16:23 the model is supposed to be: y_{it} = \alpha + x'_{it}\beta + u_{it}, so to have the correct dimensions on the matrix, right?

[@mitototy5531]

Is there other lecture on panel data

[@raminnouri8092]

GARCH models in value at risk estimation
Would you please how can do that?
step by step from preparing sample data to analyse in Eviews
Thanks a lot

[@Hecki_A]

Thank you so much for the beautiful Lecture Dr. How can i get the power point?

[@Hanomics]

hanomics.com/mnm038/

[@maartenpais2428]

Perfect lecture, thank you!

[@Hanomics]

Thank you for your comment. I am glad to know you find the lecture helpful.

[@kanikabagree1084]

Where can i find the data?

[@ayamalak6422]

ياريت تعلم مثل هذه المحاضرات أيضا بالعربي

[@TheEconomicSociety]

th-cam.com/video/BzuEcYgu2zM/w-d-xo.html

[@sadudintemam7669]

Mashallah 10Q

[@joaovieira9800]

thks, you help me so much

[@citrinediademqueen8569]

Thank you!

[@priyagoyal1503]

Nice explaination....can u pls send me ppt

[@elfadlaouielfadel932]

maachaallah

[@haiyanghu878]

Dear Dr Hany, so long lecture with so many slides, hahaha

[@Hanomics]

haha Sorry for the long lecture. Will try to make it shorter next time :-)

[@nemathassnain8522]

the microphone is very low

[@Hanomics]

I am sorry about this.

[@zes7215]

wr

[@Hecki_A]

Thank you so much for the beautiful Lecture Dr. How can i get the power point?

[@Hanomics]

hanomics.com/mnm038/