Presenter: Matthew Hauenstein
This workshop offers an introduction to time series cross section (TSCS) data with a
focus on applications in R. TSCS data contain repeated observations of the same
units over time. Some familiarity with linear regression, as well as R, is assumed.
We will cover the following topics:
- Basics of TSCS Data
- The pooled, Fixed Effect (Within), Random Effect, and Between / Within estimators
- Static, finite distributed lag, and lagged dependent variable specifications
- Basic dynamic panel models
This workshop will be offered in-person in Hesburgh Library. There is a limit of 15 participants for this workshop. Register Now!
Registration must be completed by Monday, February 6th.
Originally published at lucyinstitute.nd.edu.