ESSSSDA 2022 3K: Dynamics and Heterogeneity - ESSSSDA22-3K

Day 10: Causal Inference in Panels and TWFE

panel data

code

analysis

Robert W. Walker

Day 9: DPD and GMM

panel data

code

analysis

And a visit from Jude Hays

Robert W. Walker

Day 8: Panel Models for Limited Outcomes

panel data

code

analysis

Two core issues remain: the spatial and the temporal. There are fewer well worked diagnostics for this than for the pure linear case owing to partial…

Robert W. Walker

Day 7: Missing Data

panel data

code

analysis

Two objectives. Load the data and transform it into a pdata.frame for now.

Robert W. Walker

Day 6: Panel Data

panel data

code

analysis

The panelr package vignette on between-within

Robert W. Walker

Day 5: Equation Balance to Wrap Up Week 1

time series

code

analysis

The very recent article by Pickup and Kellstedt forms…

Robert W. Walker

Day 4: Cointegration

time series

code

analysis

Robert W. Walker

Day 3: Dynamic Linear, ADL Models, and VARs

time series

code

analysis

Regression techniques can be reexamined through the lens of dynamic linear models and systems of linear equations. Whether autoregressive distributed lag models or VAR…

Robert W. Walker

Day 2: Time Series, Stationarity, and ARIMA Models

time series

code

analysis

We want to simulate data under an ARIMA (p, d, q) model. arima.sim wants inputs as a list where the expected length of the ar and ma vect…

Robert W. Walker

Day 1: Time, Decomposition, and Summaries

panel data

time series

code

analysis

The data are in Stata format. The github for this course. There is also a link here for a local copy.

Robert W. Walker

Welcome!

3K: Dynamics and Heterogeneity

news

I hope you are ready!

Robert W. Walker