The Econometrics of Panel Data
Hi Folks, thank you for your claps on my all previous blogs, which really encourages me to write more blogs. Recently I had participated in Fintech Hackathon and we as a team of 6 data science aspirants where given 4 problem statements. From amongst those problem statements we as a team decided to work on the Trade Forecast problem. While working on this one of our team member who has huge knowledge on Finance domain and also a Statistics Professor came across working on a modelling approach named Panel Regression. This interesting concept was really new for me and that is the motivation behind writing this blog. Panel Data. In statistics and econometrics, panel data or longitudinal data are multi-dimensional data involving measurements over time.
Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.
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