The second week onwards will be focused on how various technical problems inherent in economic analysis, including heteroskedasticity, autocorrelation, and endogeneity should be handled. This section ...

To show the potential of robust panel data methods, an empirical example on the response of the private sector behaviour to fiscal policy is presented. The Econometrics Journal is a top international ...

Simple and Multiple Regression; Hypothesis Testing; Mechanics and Limitations of OLS; Causality; Natural, Field and Laboratory Experiments. Panel Data and Fixed Effect Models. Instrumental Variables ...

This paper deals with statistical inference for the fixed effects panel data seemingly unrelated partially linear regression model. The model naturally extends the traditional fixed effects panel data ...