Live briefing
Everything about Panel data
Longitudinal statistical study
In statistics and econometrics, panel data and longitudinal data are both multi-dimensional data involving measurements over time. Panel data is a subset of longitudinal data where observations are for the same subjects each time. Wikipedia →
🧠Start here: a 6-step reading path
- Read the overview: Panel dataA 5-minute orientation
- Skim a recent paper: Bootstrap Inference for Panel Data Quantile RegressionInfluential work since 2022
- Pick up a classic book: Acquisition reformThe most-reprinted book on the subject
- Read the landmark paper: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment EquationsCited 24,207 times
- Go sideways: Fixed effects modelA closely related topic
- Go sideways: Panel analysisA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Initial conditions and moment restrictions in dynamic panel data models
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
🆕 Influential since 2022
đź“š Books worth reading
- 📕Acquisition reformUnited States. General Accounting Office · 1993
Econometric analysis of panel dataBadi H. Baltagi · 1995
Research and DevelopmentMary Pat Williams Silveira, Mary Pat Williams Silveira · 2019
Nordic Seminar on Empirical Life History Analysis and Panel StudiesNordic Seminar on Empirical Life History Analysis and Panel Studies (1987 Stockholm, Sweden) · 1988- 📕Changes in the Medicaid community population, 1987-96Jessica S. Banthin · 1999
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine LearningCheng Few Lee, John C. Lee · 2020- 📕Cyber terrorism--a view from the Gilmore CommissionUnited States. Congress. House. Committee on Science · 2002
Longitudinal/panel Data Reference ManualStata Press · 2005
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
đź”— Related topics
- Fixed effects model In statistics, a fixed effects model is a statistical model in which the model parameters are fixed or non-random quantities. This is in contrast to random…
- Panel analysis Panel (data) analysis is a statistical method, widely used in social science, epidemiology, and econometrics to analyze two-dimensional (typically cross…
- Random effects model In econometrics, a random effects model, also called a variance components model, is a statistical model where the model effects are random variables.…
- Binomial regression In statistics, binomial regression is a regression analysis technique in which the response (often referred to as Y) has a binomial distribution: it is…
- Ordered logit In statistics, the ordered logit model or proportional odds logistic regression is an ordinal regression model—that is, a regression model for ordinal…
- Arellano–Bond estimator In econometrics, the Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data. It was proposed…
- Variance function In statistics, the variance function is a smooth function that depicts the variance of a random quantity as a function of its mean. The variance function…
- Glossary of probability and statistics These terms and concepts are used in the mathematical sciences of statistics and probability, their sub-disciplines, and related fields. For additional…