Econometric Project - Airline Competitiveness: Evidence from the US Domestic Market
License: MIT License
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airline-competitiveness's Introduction
Airline-competitiveness: Evidence from the U.S. Domestic Market
Contents
DataProcessing
…
PanelDataModeling
Import Libraries and Load Data
Data Preparation for PanelData Model
I. Bassic Panel Model
PooledOLS model
RandomEffects model
BetweenOLS model
II. Testing correlated effects
Testing for Fixed Effects
Testing for Time Effects
First Differences
III. Comparison
Comparing between modelBetween, modelRE and modelPooled models
Comparing between Robust, Entity and Entity-Time mothods
IV. Instruments as lags of order 1 and 2 of first differences
Campute the lags of order 1 and 2 of first differences
V. Linear Instrumental-Variables Regression
2SLS as OLS
IV 2SLS
1. Sargan test: Testing the absence of correlation between Z and U
2. Testing the correlation of Z and X_endog
3. Endogeneity testing using Durbin and Wu-Hausman test of exogeneity
4. Augmented test for testing the exogeneity of log_fare
5. Instrumenting using two-stage least squares
6. Homoskedasticity – Heteroskedasticity
Breusch–Pagan test
White test
7. Testing Autocorrelation
VI. GMM Estimation
Exogeneity test using Sargan-Hansen test
Exogeneity test using the augmented regression approach
VII. Feasible Generalized Least Squares (GLS) and GLSA model
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