Static Panel Data Models

John D. Levendis
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John D. Levendis: Loyola University New Orleans

Chapter Chapter 13 in Time Series Econometrics, 2023, pp 385-414 from Springer

Abstract: Abstract We begin our section on panel data models by examining static models. We distinguish between fixed effects (FE) and random effects (RE) models, and how to choose between them using a Hausman test or Mundlak test. We discuss models which include time-FEs as well as country-FEs. Finally, we discuss the problem of cross-sectional dependence and how to test for such dependence.

Date: 2023
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DOI: 10.1007/978-3-031-37310-7_13

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