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Panel Data Analysis in EViews Crime and deterrence, US NC counties 1981-87 Example 13.9 and problem 14.7 (using crime4.wf1) structure the databes (identify.

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Presentation on theme: "Panel Data Analysis in EViews Crime and deterrence, US NC counties 1981-87 Example 13.9 and problem 14.7 (using crime4.wf1) structure the databes (identify."— Presentation transcript:

1 Panel Data Analysis in EViews Crime and deterrence, US NC counties Example 13.9 and problem 14.7 (using crime4.wf1) structure the databes (identify i and t) (but do not let EViews balance anything unless you explicitly want that)

2 Pooled OLS, clustered errors log(crime it ) = β x it + u it Cov(x it, u it ) = 0

3 County fixed-effects, iid errors log(crime it ) = β x it + a i + v it Cov(x it, a i ) 0 Cov(x it, v is ) = 0

4 County random effects, iid errors log(crime it ) = β x it + a i + v it Cov(x it, a i ) = 0 Cov(x it, v is ) = 0

5 County & year FE, iid errors log(crime it ) = β x it + a i + d t + w it Cov(x it, a i ) 0 Cov(x it, d t ) 0 Cov(x it, w is ) = 0

6 County & year FE, cluster errors log(crime it ) = β x it + a i + d t + w it Cov(x it, a i ) 0 Cov(x it, d t ) 0 Cov(x it, w is ) = 0

7 County FD & year FE, cluster errors Δlog(crime it ) = β Δx it + Δd t + Δw it Cov(x it, d t ) 0 Cov(x it, w is ) = 0

8 Summary of results


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