Dynamic Modelling for Panel Data (1-day lecture-style training)
The Household, Income and Labour Dynamics in Australia (HILDA) Survey is a household-based panel study which began in 2001. This 1-day session will involve a series of lectures and worked examples, but will not include hands-on training. The topics covered will include: - Introduction to stochastic processes as descriptions of behaviour through time. - Dynamic models vs. latent growth models. - Short- and long-term adjustment in dynamic models: dynamic simulation. - Bias in the use of static models. - GMM estimation of dynamic regression models. - Dynamic ordinal regression models and the initial conditions problem. - Introduction to dynamic factor models.
|Organizers:||Melbourne Institute of Applied Economic and Social Research, University of Melbourne|
|Conference venue:||Melbourne, University of Melbourne|
Victoria Lane (email@example.com), phone 03 8344 2108
|Classification:||C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling|
|Event type:||Sonstige Veranstaltungsarten; other event types|