How important inferential statistics in panel data modelling?

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Z. A. Al-Hemyari

Hello Manali

Several papers have been published in the topic statistics analysis of panel data modeling. Examples are given in links below:

https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12067

https://www.researchgate.net/publication/228435100_Panel_Data_Models_for_Stock_Returns_the_Importance_of_Industries

https://www.researchgate.net/publication/24096716_Testing_for_Cross-Sectional_Dependence_in_Panel-Data_Models

http://eswf.uni-koeln.de/lehre/08/3kausalanalyse/ss0803_05_text.pdf

http://eprints.ncrm.ac.uk/415/1/MethodsReviewPaperNCRM-007.pdf

https://www.uio.no/studier/emner/sv/oekonomi/ECON5103/v10/undervisningsmateriale/PDAppl_14.pdf

https://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp07-15.pdf

Regards,

Zuhair

Manali Chatterjee

Thanks Prof. Zuhair

Ette Etuk

Any modelling entails statistical inference on the parameter estimates as to whether they are significant or not. Panel data modelling is not an exception.