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Econometric Models with Panel Data
[Práce s panelovými daty]

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  • Václava Pánková

Abstract

Panel data are a result of repeating observations of a group of units, e.g. households, firms, but also whole economies with some common characteristics as EU15, transition economies a . s. o. So, more details are available enabling to analyze a changing economic structure and its reasoning. Specific techniques can be chosen to deal with short time series what in case of Czech Republic, and other relatively new markets, can be very helpful. Most part of empirical applications corresponds with random or fixed effect models, respective. To each of this type appropriate methods relate. An exact choice between both effects can be done by the help of Hausman test.

Suggested Citation

  • Václava Pánková, 2007. "Econometric Models with Panel Data [Práce s panelovými daty]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2007(1), pages 79-85.
    • Handle: RePEc:prg:jnlaop:v:2007:y:2007:i:1:id:41:p:79-85
    DOI: 10.18267/j.aop.41
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    References listed on IDEAS

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    1. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
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    More about this item

    Keywords

    panel data; random / fixed effects model; short time series; Hausman test;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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