Panel Data Econometrics
Problem Sets

Professor W. Greene
Department of Economics
Office: MEC 7-90, Ph. 998-0876
E-mail: wgreene@stern.nyu.edu
Home Page: http://people.stern.nyu.edu/wgreene

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Assignment 1 (pdf)  (Solutions) Statistics and Regression.

Assignment 2 (pdf)  (Solutions) Fixed and Random Effects.

Assignment 3 (pdf)  (Solutions) Instrumental Variables, GMM, Minimum Distance

Assignment 4 (pdf) (Solutions) Parameter Heterogeneity in Linear Models, RPM, HLM

Assignment 5 (pdf)  (Solutions) Nonlinear Models

Assignment 6 (pdf)  (Solutions) Nonlinear Models for Panel Data

Assignment 7 (pdf)  (Solutions) Panel Data Models with Parameter Heterogeneity; Latent Class Models, Simulation Based Estimation

Sample Midterm (pdf)

Sample Take Home Final Examination (pdf)

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