panel data | Aptech

Feb 23 by Eric Posted in Econometrics, Panel data

Panel data, structural breaks and unit root testing

In this blog, we extend our analysis of unit root testing with structural breaks to panel data. Using panel data unit roots tests found in the GAUSS tspdlib we consider if a panel of international current account balances collectively shows unit root behavior.

Tagged in panel data, unit root

Dec 08 by Eric Posted in Econometrics

Apples to Apples: The case for cluster-robust standard errors

Linear regression commonly assumes that the error terms of a model are independently and identically distributed (i.i.d) However, when datasets contain groups, the potential for correlated error terms within groups arises. In this blog, we explore how to remedy this issue with clustered error terms.

Tagged in cluster-robust, covariance, panel data

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