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

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.