We work with panel data, i.e. data with multiple time points from multiple cases. We look at models with fixed and random effects, the first-difference model, and the pooling model and how to choose the right one using the Hausman test and the Breusch-Pagan Lagrange multiplier test.

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Panel Analysis

  • Benjamin E. Schlegel

摘要

We work with panel data, i.e. data with multiple time points from multiple cases. We look at models with fixed and random effects, the first-difference model, and the pooling model and how to choose the right one using the Hausman test and the Breusch-Pagan Lagrange multiplier test.