Selected slides from the lab session for Professor Koohi-Kamali‘s PhD level course on panel data econometrics.
Lab 1: Regression Analysis (Recapitulation)
Lab 2: Discrete Choice
Lab 3: Instrumental Variables
Lab 4: Auto-Regressive Distributed Lags Analysis (ARDL)
Lab 5: Stationarity
Lab 6: Auto-Regressive Moving Average Analysis (ARMA)
Lab 7: Vector Auto-Regressive Analysis (VAR)
Lab 8: Panel Co-Integration
Lab 9: Seemingly Unrelated Regressions (SUR)
Lab 10: Pesaran-Shin-Smith Bounds Test Example