Graduate Panel Data Econometrics

General Info

Discussion section: Tuesday from 5:00 to 6:30 pm, SSB 107. Office hour: Tuesday from 6:30 to 7:00 pm, SSB 107.

Material

1. Review of causal inference and average partial effects. (Slides)
2. From Pooled OLS to FE model : unbiasedness, consistency, efficiency, random effect vs fixed effect, IV and FE model. (Slides)
3. Two exercises on Two-way Fixed Effect regression. (Slides)
4. From the basic Difference-in-differences estimator to Staggered DID in potential outcomes and Callaway and Sant’Anna (2021) approach. (Slides)