Statistical inference in panel data modeling usually follows asymptotic theory.
I am looking for explanation and/or relevant papers on inferential statistics and panel data modeling
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
Thanks Prof. Zuhair
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