Thesis/Dissertation: Bc. et Bc. Jaroslava Pomothyová: Working with panel data models: Actual problems and issues
Master's thesis
Working with panel data models: Actual problems and issues
Aktuální problémy a otázky práce s modely panelových dat
Abstract
Táto diplomová práca sa zaoberá aktuálnou problematikou práce s panelovými dátami. Sú popísané dva základné prístupy k modelom panelových dát: model fixných vplyvov a model náhodných vplyvov, diagnostické testy pre tieto modely, koeficient determinácie a testy základných predpokladov. Následne je model rozšírený o dynamický prístup, sú uvedené rôzne dynamické estimátory, rovnako ako aj ďalšie používané testy pre tieto modely.
Abstract
This thesis deals with the main issues when working with panel data. The thesis contains two basic approaches to panel data models: fixed effect model and random effect model, diagnostic tests for these models, coefficient of determination and testing basic assumptions of the model. Furthermore, the model is extended to the dynamic approach, there are listed various dynamic estimators as well as other used tests for these models.
Thesis description
5/1/2015 21:00, doc. Ing. Daniel Němec, Ph.D., UČO 22939
- Entered/Edited 3/2/2015 11:28, Lucie Malá, UČO 176471
- Record made 28/11/2014 12:39, Lydie Pravdová
- Accessible from: 5/1/2015 09:40, Lydie Pravdová
- Thesis/dissertation received 5/1/2015 09:40, Lydie Pravdová
Literature
- KENNEDY, Peter. A guide to econometrics. 6th ed. Malden: Blackwell, 2008, xii, 585. ISBN 9781405182584.
- BALTAGI, Badi H. A companion to Econometric analysis of panel data. Hoboken: John Wiley & Sons, 2009, xii, 295. ISBN 9780470744031.
- BALTAGI, Badi H. Econometric analysis of panel data. 4th ed. Chichester: John Wiley & Sons, 2008, xiii, 351. ISBN 9780470518861.
- ARELLANO, Manuel. Panel data econometrics. Oxford: Oxford University Press, 2003, xii, 230. ISBN 9780199245291.
- Econometric analysis of cross section and panel data. Edited by Jeffrey M. Wooldridge. 2nd ed. Cambridge, Mass.: MIT Press, 2010, xxvii, 106. ISBN 9780262294355.
ČSN ISO 690-compliant citation record
Theses on a related topic
List of theses with an identical keyword.
-
Effects of trade unions on the dynamics of employment and unemployment
Mgr. Zuzana Kyselová -
Labour productivity and business cycle in OECD countries
Ing. Bc. Nicol Tinková -
Changes in the composition of the job vacancies over the business cycle
Bc. Filip Flimel -
Diagnosis of language abilities in children with developmental language disorder
Mgr. Iva Žáková, Ph.D. -
Monetary policy of the European Central Bank: A panel SVAR approach
Ing. Vladimíra Bartáková -
Estimating effective corporate tax rate and its determinants in the Czech Republic
Ing. Silvester Dulák -
Econometric models and methods in real economic applications
Mgr. Zuzana Kyselová -
Corporate philanthropy and its influence on the financial performance of the company
Ing. Sára Mária Andelová




