Regression Analysis and Panel Data

35 Pages Posted: 1 Dec 2019

See all articles by Joachim Landstrom

Joachim Landstrom

Uppsala University, Dept of Business Administration

Date Written: November 15, 2019

Abstract

This paper discuss linear regression analysis applied on cross sections, on time-series, and on panel data. I also covers topics such as heteroscedastic errors, serially correlated errors with HC and HAC covariance matrices. For panel regressions it covers one- and two-way models, fixed effect, pooled and random effects model. The section on panel regressions also covers HC and HAC covariance matrices. Along with the discussion I also implement the discussion using R on accounting and stock market data.

Keywords: regression analys, panel regressions, robust covariance matrix

JEL Classification: panel regression, accounting, finance

Suggested Citation

Landstrom, Joachim, Regression Analysis and Panel Data (November 15, 2019). Available at SSRN: https://ssrn.com/abstract=3487658

Joachim Landstrom (Contact Author)

Uppsala University, Dept of Business Administration ( email )

Box 513
Uppsala, 751 20
Sweden

HOME PAGE: http://www.fek.uu.se

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