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I am looking for an up-to-date survey paper or a book chapter on panel data models.

I know there are excellent textbooks out there like

but I am looking for a briefer introduction/overview. Among survey papers,

*Chapter 13 looks pretty nice as it summarizes the entire book; it might be a good starting point.

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  • $\begingroup$ This is partly motivated by a current need to deal with panel data. Having no prior experience, I am looking for an efficient way to find out what model applies to my data and how to estimate it. I would like to avoid making beginner's mistakes (or at least too many of them), thus the reference request. $\endgroup$ – Richard Hardy Oct 30 '20 at 16:07
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    $\begingroup$ hmm I know some good books, but not really anything brief. Panel data is nowadays quite a big field - usually you will have separate chapters for panel IV, panel logit/probit, panel time series etc. $\endgroup$ – 1muflon1 Oct 30 '20 at 16:12
  • $\begingroup$ @1muflon1, unfortunately, I must say your comment makes sense. Panel data indeed seems to have become a vast field, so anything less than a textbook might be insufficient. Wooldridge and Hsiao books both look solid; I guess I might need to take a closer look at them. $\endgroup$ – Richard Hardy Oct 30 '20 at 16:15
  • $\begingroup$ If you plan to be working with panels with large T I would recommend Pesaran, Time Series and Panel Data Econometrics over the Wooldridge text which focuses more on traditional panel data with large N and (relatively) small T. Also Verbeek guide to modern econometrics has relatively brief overview of common panel data models but still its covered over multiple chapters $\endgroup$ – 1muflon1 Oct 30 '20 at 16:22
  • $\begingroup$ @1muflon1, thanks! My current problem has a small T. $\endgroup$ – Richard Hardy Oct 30 '20 at 16:48
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As rightly pointed out by @1muflon1@ "Panel data is nowadays quite a big field - usually you will have separate chapters for panel IV, panel logit/probit, panel time series etc".

But if you are "looking for a briefer introduction/overview", I would recommend:

Dates back to 2010, but the authors propose a theoretical part on basic models and an applied part with data and programs.

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  • $\begingroup$ Thanks! ....... $\endgroup$ – Richard Hardy Nov 2 '20 at 7:10

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