Time Series Cross Section : Anjali Bohlken 

This week deals with Time Series Cross Section Data (also known as Longitudinal or Panel Data).

Here are my lecture notes for Tuesday, May 31st.

I will be relying on the following articles to provide the necessary background on the topic:

  • Beck, Nathaniel and Jonathan Katz. 1995. “What to do (and not to do) with Time-Series Cross-Section Data.” American Political Science Review.
  • Beck, Nathaniel. 2001. “TIME-SERIES–CROSS-SECTION DATA: What Have We Learned in the Past Few Years?”  Annual Review of Political Science Vol. 4: 271-293
  • Wilson, Sven and Daniel Butler. 2007. “A Lot More to Do: The Sensitivity of Time- Series Cross-Section Analyses to Simple Alternative Specifications.” Political Analysis. 15:101-123.
  • DeBoef, Suzanna and Luke Keele. 2008. “Taking Time Seriously” American Journal of Political Science Vol. 52, No. 1 (Jan., 2008), pp. 184-200
  • Green, Donald P. , Soo Yeon Kim and David H. Yoon. 2001. “Dirty Pool” International Organization Vol. 55, No. 2 (Spring, 2001), pp. 441-468.

As of now, I do not plan to use a textbook since the above journal articles serve as useful primers. These in conjunction with some useful lecture notes available on the web should be sufficient.

Neal Beck’s lecture notes on TSCS are excellent and can be found here under Week 13.

Matt Golder’s notes on Stationary Time Series are also very useful.

My lecture notes contain a list of references which are worth reading if you wish to explore a particular topic further.

Problem Set:

The problem set for this module is borrowed, with some alterations, with permission from Neal Beck.

The problem set and associated datasets etc. are available here.