Regression models with panel data

Panel data is a data set that composed with time series and cross-section series. Panel data is data set which usually uses in ecomometric problems. According to this thesis, various regression models with panel data was mentioned by applied model with pooling least squares, linear one way and two way regression models and non linear logistic regression models. Also, one way and two way models was examined as fixed effect and random effect. Various methods were mentioned for estimation of fixed and random effect models. Linear one way and two way model investigated in identifying important hypothesis testing. Fixed and random effect logistic regression models were mentioned in logistic regression model with panel data. Conditional likelihood method was used in the estimation fixed effect logistic regression model. Theoretical investigations based on information, obtained as a result, two application problems was mentioned and the analysis results was interpreted. In first application, effecting factors in labor force participation of women over the age of fifteen in Turkey, in the second application effecting factors about foreign direct investment was researched as regression models with panel data. Applications for linear panel data regression models analysed with R package program. Applications for logistic regression models are made with the help of STATA package program.