Block3.md

Block 3 presentation and R scripts

• Download presentation slides for Block 3
• Download R scripts for Block 3 (zip)

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R scripts for seminars - outline of Block 3

1) FD_ezunem.R

• Wooldridge 5th Edition, Example 13.8
• Aim: FD estimator

2) FE_RE_wagepan.R

• Wooldridge 5th Edition, Example 14.2, 14.4
• Aim: FE with time invariant regressors, comparison of Pooled OLS, FE and RE estimators, testing

3) CRE_airfare.R

• Wooldridge 5th Edition, Computer exercises for chapter 14 (C10, C14)
• Aim: Correlated Random Effects

4) DynamicPanel.R

• Based on {plm} sample data
• Aim: Dynamic panels & Arellano-Bond estimator

5) SURE.Rmd

• Greene, Econometric Analysis (7th ed., 8th ed.), Example 10.1
• Aim: Long panels and the SURE approach

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Seminar & self-study R scripts for Block 3

• Jtrain.R
  • Wooldridge 6th Edition, Example 14.1.
  • Aim: FE estimator, basic model evaluation/testing and interpretation.

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