Econometrics II. Lecture 3. Regression with Panel Data. Part 2

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In this lecture we discuss the fixed-effects regression model estimation and how it can be applied to work with the panel data 00:00 Introduction 05:00 Entity fixed effects regression 14:00 Time fixed effects regression 21:36 Empirical example 31:12 Test for poolability (presence of fixed effects) 35:58 Standard errors in panel data regression 53:40 Conclusion The course “Econometrics II“ for the 3rd year bachelors in Economics Taught at BRICS institute, Irkutsk National Research Technical University, Winter semester 2022

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