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This document provides an overview of a course on advanced panel data econometrics and generalized method of moments (GMM) estimation. The course will cover panel data analysis methods for dealing with unobserved heterogeneity, including fixed effects models, random effects models, and instrumental variable estimation techniques. It will also cover GMM estimation for panel data models, time series models, and dynamic panel data models. The document outlines the topics that will be covered in each section of the course, including notation, assumptions, estimation approaches, and examples. Statistical software that will be used includes SAS, Gauss, and Stata.
This document provides an overview of a course on advanced panel data econometrics and generalized method of moments (GMM) estimation. The course will cover panel data analysis methods for d…