POLS W4292
Advanced Topics In Quantitative Research: Models for Panel and
Time-Series Cross-Section Data
Prof. Gregory Wawro
Columbia University
Description
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