Date/Time: Saturday August 4, 2012 from 8:00 am-4:00 pm
Description: Professor Jeffrey Wooldridge, University Distinguished Professor, Michigan State University will be presenting a day long session on linear and nonlinear panel data models. Topics that he expects to cover in linear models include pooled OLS, fixed and random effects, GLS and first-differencing estimators, clustered standard errors, testing for serial correlation, unbalanced panels, and instrumental variable methods. In nonlinear models, the topics may include fixed, random, and correlated random effects for binary, fractional reponse, count data and other models.
Field of Study: Statistics
Program Level: Intermediate
Method of Delivery: Group — Live
Intended Audience: Archival researchers with an interest in econometric methods.
Format/Structure: The workshop will consists of three sessions in which Dr. Wooldridge will present materials using datasets used in archival accounting research. The last session will be Q&A in which Dr. Wooldridge will address specific questions that the workshop participants may have based on their current research projects.
Learning Objective: Provide practical guidance for applying econometric methods commonly used to estimate linear and nonlinear panel data models.
Prerequisites: A basic understanding of introductory econometric cross-sectional and panel data methods.
Advanced Preparation Required: A basic understanding of introductory econometric cross-sectional and panel data methods.