3. Econometrics

Panel Data — Quiz

Test your understanding of panel data with 5 practice questions.

Practice Questions

Question 1

Which exogeneity assumption is required for unbiased estimation in the fixed effects panel model?

Question 2

In panel data analysis, which estimator is computed by regressing the cross-sectional means $\bar y_i$ on $\bar x_i$?

Question 3

What is the approximate expression for the Nickell bias in the dynamic panel fixed effects model with AR(1) coefficient $\rho$ and $T$ periods?

Question 4

In two-way fixed effects difference-in-differences with staggered adoption and heterogeneous treatment effects, what problematic weighting can occur?

Question 5

Which statistical test is commonly used to detect cross-sectional dependence in panel data residuals?