katopachi/2020econometricsta

Share source codes of handouts of TA session, R code and data

2020econometricsta's Issues

Empirical Application of Time Series Model

• empirical application of time series model

Empirical Application of Chapter 5

Chapter 5: Panel Data Model

• Pooled OLSE
• (F)GLS
• Fixed Effect Model
• Random Effect Model
• Hausman test

Fix point

• Clarify the dimention of distribution $N$
• Not $u$ but $\hat{u}$
• The time-demeaning matrix is equivalent to deviation from mean for each $i$ and $t$. Show by R
• Add explanation of standard errors in tables
• Not $var$ but $\hat{var}$

Empirical Application of Chapter 3

Todo list

• Contents
  • Binary model (Linear probability model, probit model, and logit model)
  • Ordered logit and probit model
  • Multinomial logit model
  • Truncated regression
  • Tobit model (Censored regression model)
  • Poisson regression (Count data model)

Corrections (10/27)

• drop t-value and p-value
• drop section 1.3 but keep formula of partial effect
• split sample between estimation and prediction purpose

Combined all materials

• I will upload handouts and materials produced by Pang Kan.
  • Combined every handout with one paper
  • Upload R codes and sample data
  • Chapter: Time series model