Panel Data Models

Francis J. Bismans () and Olivier Damette ()
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Francis J. Bismans: University of Lorraine
Olivier Damette: University of Lorraine

Chapter Chapter 8 in Dynamic Econometrics, 2025, pp 229-261 from Springer

Abstract: Abstract Chapter 8 presents the two main models of panel data series, data with a dual dimension, time and cross-section. It shows which methods to use to estimate and test them. It also looks at stationary dynamic models.

Keywords: Fixed-effects model; Random effects model; Compound-error model; LSDV estimator; Within estimator; Between estimator; Panel estimation testing; Hausman test; IV estimator; Dynamic panel models (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-72910-2_8

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DOI: 10.1007/978-3-031-72910-2_8

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