these traditional approaches, panel VAR models capture the dynamic interactions of multiple skills over time and across students, providing a distinct approach to examining skill development. They can offer advantages over other approaches for specific educational research questions, for instance, in studying skill development. They do not require predefined relationships among skills, as they treat each variable as endogenous. They account for unobserved heterogeneity among students. Educational data sometimes track the same units over time. This allows for accounting for unobserved heterogeneity and can provide more nuanced insights than purely cross-sectional or time series analyses alone. Exploiting this panel dimension can therefore enhance understanding of how skills and outcomes vary together across time and units. Using IRFs, panel VAR allows exploration of how a hypothetical shock to one skill is associated with changes in both that skill and other skills over time, supporting analysis of short- and long-term patterns. This approach differs from, for instance, traditional intervention studies, where a reading program may coincide with changes in math but the underlying pathways remain unclear. Panel VAR facilitates distinguishing the independent contributions of each skill. This chapter begins by describing the data in Section 4.2, followed by the methodology in Section 4.3. Section 4.4 provides the results, and Section 4.5 concludes. 83
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