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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 9
In the fixed effects regression model, are the fixed entity effects, a h consistently estimated as n - with T fixed
b. If n is large (say, n = 2000) but T is small (say, T = 4), do you think that the estimated values of a, are approximately normally distributed Why or why not
b. If n is large (say, n = 2000) but T is small (say, T = 4), do you think that the estimated values of a, are approximately normally distributed Why or why not
Explanation
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The panel regression for samples i and t...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Chapter 1: Economic Questions and Data
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Chapter 2: Review of Probability
Chapter 3: Review of Statistics
Chapter 4: Linear Regression With One Regressor
Chapter 5: Regression With a Single Regressor: Hypothesis Tests and Confidence Intervals
Chapter 6: Linear Regression With Multiple Regressors
Chapter 7: Hypothesis Tests and Confidence Intervals in Multiple Regression
Chapter 8: Nonlinear Regression Functions
Chapter 9: Assessing Studies Based on Multiple Regression
Chapter 10: Regression With Panel Data
Chapter 11: Regression With a Binary Dependent Variable
Chapter 12: Instrumental Variables Regression
Chapter 13: Experiments and Quasi-Experiments
Chapter 14: Introduction to Time Series Regression and Forecasting
Chapter 15: Estimation of Dynamic Causal Effects
Chapter 16: Additional Topics in Time Series Regression
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