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ECMT6007/ECON4954: Panel Data Econometrics代写assignment

Linear Regression and Treatment Effects
OLS, GLS/FGLS Estimators
Endogeneity, Identification, IV and 2SLS Estimators
for cross sectional data
for panel data
Panel Data Models with Fixed Effects or with Random Effects
Pooled OLS and LSDV Estimators
First Difference Estimator

Fixed-effect (FE/Within) Estimator
Between Estimator
Random-effect (RE) Estimator
Hypothesis Testing with Panels
Choice among estimators
Natural Experiments and Difference in Differences (DID) Estimation

Panel Data Models with Two-way Error Components:
LSDV Estimator
FE Estimator
RE Estimator
Hybrid Estimator
Panel Data Models with Heterogeneous Coefficients
iOLS and SUR Estimators
Linear Restrictions in Parameters (LRP)
Random Coefficient (RC) Estimator
Mean Group (MG) Estimator

Method of Moments (MM) and Generalized Method of Moments (GMM)
Dynamic Linear Panel Data Models
Anderson-Hsiao IV estimator
Arellano-Bond GMM Estimator
Simultaneous Equations Models for Panel Data
FD-2SLS
FE-2SLS
Discrete Choice Models for Panel Data
Panel Probit with Random Effects
Panel Logit with Fixed-effects

Overview of Panel Data Econometrics
Variety of Applications
Return to Education using Season of Birth as IV
Politics, Police and Criminals (IV/2SLS)
Institutions and Economic Growth (IV/2SLS)
Effect of Unemployment Rates on Crime Rates (FD)
Effect of Alcohol Tax on Traffic Fatality Rates (FE, RE)
Effect of Minimum Wage Increase on Employment (DID)
Effect of Information on Sales (DID)
Return to Education using Twins Data
Effect of Tobacco Control Program (Synthetic Control)
Estimating Demand for Cigarettes (SUR, RC)
Estimating Banking Production Function (Dynamic)
Deterrence Effect of Prison Overcrowding on Crimes (FD-2SLS)
Estimating Demand Function for Airline Travel (FE-2SLS)
Effect of Job Training (Logit, Probit)
Determinant of Poverty (Panel Probit with RE, Panel Logit with FE)