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Panel data models with spatially correlated error components
Panel data model Spatial model Error component model
2015/9/24
In this paper we consider a panel data model with error components that are both spatially andtime-wise correlated. The model blends specifications typically considered in the spatial literaturewith t...
HETEROSKEDASTICITY-ROBUST STANDARD ERRORS FOR FIXED EFFECTS PANEL DATA REGRESSION
White standard errors longitudinal data clustered standard errors
2014/3/18
The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression (with or without a degrees-of-freedom adjustment), applied to the fixed-effects estimator for p...
Panel Data模型设定的新思路——固定效应与随机效应的统一
2007/8/7
【摘要】经典Panel Data模型研究中一直存在着固定效应与随机效应的判断与争论问题，这种模型设定形式的不准确常常导致模型参数估计的无效性以及一维(one—way)与二维(two～way)误差成分模型的混淆。在此，本文提出建立一种新的同时囊括随机与固定两种效应的误差成分一般模型，其中一维(on}way)情况的模型仅为二维(two～way)模型的特例模型，单...
Panel Data Analysis - Advantages and Challenges
Panel data Longitudinal data Unobserved heterogeneity Random effects Fixed effects
2011/4/6
We explain the proliferation of panel data studies in terms of (i) data availability, (ii)
the more heightened capacity for modeling the complexity of human behavior than a single
cross-section or t...