Econometrics II. Lecture 3. Regression with Panel Data. Part 2

In this lecture we discuss the fixed-effects regression model estimation and how it can be applied to work with the panel data

00:00 Introduction
05:00 Entity fixed effects regression
14:00 Time fixed effects regression
21:36 Empirical example
31:12 Test for poolability (presence of fixed effects)
35:58 Standard errors in panel data regression
53:40 Conclusion

The course "Econometrics II" for the 3rd year bachelors in Economics
Taught at BRICS institute, Irkutsk National Research Technical University, Winter semester 2022