POLS W4292
Advanced Topics In Quantitative Research: Models for Panel and Time-Series Cross-Section Data

Prof. Gregory Wawro
Columbia University


This course covers methods for making inferences with repeated observations data, focusing mostly on the theory and estimation of models for panel and time-series cross-section data. Topics covered include fixed effects, random effects, differences-in-differences models, dynamic panel models, random coefficient models, models for qualitative dependent variables, and panel attrition.

Additional information

Consult the syllabus for detailed description of course requirements, readings, schedule, and contact information.

Code and Data

Fearon and Laitin replication data for "Ethnicity, Insurgency and Civil War", APSR '03
Przeworski, Alvarez, Cheibub and Limongi replication data for Democracy and Development: Political Institutions and Material Well-Being in the World, 1950-1990. Cambridge University Press, 2000. (see also James Robinson's critique of the democratization literature here ).
Bueno de Mesquita, Smith, Siverson, and Morrow replication data for The Logic of Political Survival , MIT Press, 2003
Banks's cross-national time series on political and economic indicators (via Columbia's CU Numeric Data Catalog)
Polity project data on regime types.
UNU Wider world income inequality panel dataset.
UCSD Webpage with links to lots of other panel studies, including some micro-level panels:

R Links

The R Project for Statistical Computing
Web site for Fox's An R and S-PLUS Companion to Applied Regression (code, data, etc. used in the book)
Summary of R Commands by Category
Resources to help you learn and use R from UCLA's Academic Technology Services (highly recommended)
Bret Larget's R Help
A Brief Guide to R for Beginners in Econometrics by Mahmood Arai
Econometrics in R by Grant V. Farnsworth
Using R for Data Analysis and Graphics: An Introduction by J.H. Maindonald
Kickstarting R by Jim Lemon
simpleR: Using R for Introductory Statistics by John Verzani
Some translations of Stata commands into R commands
tseries: R package for time series analysis and computational finance
quadprog: R package containing routines and documentation for solving quadratic programming problems (required by tseries)

Emacs Links

GNU Emacs
ESS : Emacs Speaks Statistics