Category: Panel data

Introduction to the Fundamentals of Panel Data

Panel data, sometimes referred to as longitudinal data, is data that contains observations about different cross sections across time. Panel data exhibits characteristics of both cross-sectional data and time-series data. This blend of characteristics has given rise to a unique branch of time series modeling made up of methodologies specific to panel data structure. This blog offers a complete guide to those methodologies including the nature of panel data series, types of panel data, and panel data models.

Introduction to Difference-in-Differences Estimation

When policy changes or treatments are imposed on people, it is common and reasonable to ask how those people have been impacted. This is a more difficult question than it seems at first glance. In today’s blog, we examine difference-in-differences (DD) estimation, a common tool for considering the impact of treatments on individuals.

The Effects of Structural Breaks on GMM models

[markdown] While structural breaks are a widely examined topic in pure time series, their impacts on panel data models have garnished less attention. However, in their forthcoming paper [Chowdhury and Russell (2018)](https://onlinelibrary.wiley.com/doi/abs/10.1111/sjpe.12142) demonstrate that [structural breaks](https://www.aptech.com/structural-breaks/) can cause bias in the instrumental variable panel estimation framework. This work highlights that structural breaks shouldn’t be limited to pure time series models and warrant equal attention in panel data models. [/markdown]
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