2014•Unpublished venueRequires access

Building Better Econometric Models Using Cross Section and Panel Data

Jeffrey A. Edwards

Abstract

1. What is a statistically adequate model and why is it important? -- 2. Basic misspecifications -- 3. Misspecifications for the more advanced reader -- 4. Original specification and drawing inference from it: two related models -- 5. Basic misspecification testing and respecification: the cross-sectional case -- 6. Variance heterogeneity: the cross-sectional case -- 7. Basic misspecification testing and respecification: the panel data case -- 8. Variance heterogeneity: the panel data case -- 9. Consistent and balanced panels -- 10. Dynamic parametric heterogeneity -- Conclusion -- References -- Index

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Key concepts: Section (typography), Econometrics, Panel data, Cross-sectional data, Cross section (physics), Econometric model, Computer science, Economics