@ARTICLE{26543120_336816382_2006, author = {Tatyana Ratnikova}, keywords = {, econometric analysis, panel data, conditions of correlationregression models}, title = {Introduction to Econometric Analysis of Panel Data}, journal = {HSE Economic Journal }, year = {2006}, month = {1}, volume = {10}, number = {3}, pages = {492-519}, url = {https://ej.hse.ru/en/2006-10-3/336816382.html}, publisher = {}, abstract = {In previous number of the journal four lectures from a course «Introduction to econometric analysis of panel data» has been published. Its have presented a general information on the panel data, the basic models estimations methods, estimators property and specification tests. In this publication four following lectures are offered your attention. The first of which considers two particular deviations from standard assumptions of the linear model: heteroskedasticity and autocorrelation of the error term. In other lectures the estimation problem under conditions of correlation between some of the explanatory variables and the individual effects will be discussed.}, annote = {In previous number of the journal four lectures from a course «Introduction to econometric analysis of panel data» has been published. Its have presented a general information on the panel data, the basic models estimations methods, estimators property and specification tests. In this publication four following lectures are offered your attention. The first of which considers two particular deviations from standard assumptions of the linear model: heteroskedasticity and autocorrelation of the error term. In other lectures the estimation problem under conditions of correlation between some of the explanatory variables and the individual effects will be discussed.} }