Lecture Notes

• Outline and Reading List
• Introduction
• Examples of Panel data sources
• Linear static model
• Linear Dynamic model
• GMM
• Binary response models - static
• Binary response models - dynamic
• Other models and issues

Exercises and Examples

Linear static model: Wage equation: Data, Do-file, Stata-output; Chowdhury & Nickell.

Linear dynamic model: Demand for cigarettes: Data, Do-file, Stata-output.

Binary dependent variable models: static and dynamic: Infant mortality in India:Do-file, Stata-output