Panel Data (1): Introduction to Panel Data Analysis
Panel Data (2): General Panel Data Model & First Difference Model
Panel Data (3): Creating log file and do file in STATA
Panel Data (4): Importing data in STATA
Panel Data (5): Panel data setup and LM test in STATA
Panel Data (6): Random effects model in STATA
Panel Data (7): Fixed effects model in STATA
Panel Data (8): Choosing between Random effects and Fixed effects models in STATA
Panel Data (9): Between effects model in STATA
Panel Data (10): Hausman and Taylor model in STATA
Panel Data (11): Introduction to GMM (generalized method of moments)
Panel Data (12): Difference GMM model in STATA
Panel Data (13): System GMM model in STATA
Panel Data (14): Choosing between Difference and System GMM (& steps for GMM estimation)
Panel Data (15): Two-step Difference and System GMM in STATA
Panel Data (16): GMM-robust, orthogonal & other options in STATA
Panel Data (17): Two-way error component models in STATA