Panel Data Econometrics - Einzelansicht

The aim of the course is to familiarize students with estimation techniques for panel data. Starting from the linear one- and two-way error component models, we will venture into different advanced challenges in panel econometrics, including dynamic, unbalanced, and non-linear panel models. In accompanying computer sessions, we will implement some of the estimators ourselves in R.

The main accompanying textbook for the course is "Econometric Analysis of Panel Data" by Badi Baltagi (5th edition).

Additional references will be given in the lecture.

Successful completion of "Advanced Microeconometrics" is expected.

The course will be assessed with a 90 minute exam, including both a theory and a computer component.

Students of the Master in "Economic Policy and Quantitative Methods". Other interested students with advanced previous knowledge in econometrics are also welcome in the course.