Analysis of Panel Data

Instructor: 
Time I: 
Tuesday,
10:00am to 12:00pm
Time II: 
Tuesday,
10:00am to 12:00pm
Venue I: 
HU Berlin, Spandauer Str. 1, Room 22
Venue II: 
HU Berlin, Spandauer Str. 1, Room 22
Description: 

The course aims at providing the basic concepts and methods for analyzing panel data. It begins with introducing different static panel models with fixed and random effects, and discusses the problem of estimation in these models. The course covers tests of hypotheses with panel data as well as techniques for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and models for qualitative dependent variables.

In the tutorials the methods are revisited and applied to empirical data using the software STATA. A deeper insight into advanced methods and additional topics is offered by means of assignments, empirical studies and/or literature reviews.

Literature:
- Baltagi, B.H., (2005), Econometric Analysis of Panel Data, 3rd ed., Wiley, New York.
- Hsiao, C., (2003), Analysis of Panel Data, 2nd ed., Cambridge University Press.
- Arellano, M. (2003), Panel Data Econometrics, Oxford: Oxford University Press.

Exam: written exam (90 min).

Credits: 
9.00
Program: 
Semester: 
Spring 2013
Affiliation: 
Humboldt-Universität zu Berlin
End date of the whole course: 
Monday, July 15, 2013 - 12:00pm