Analysis of Panel Data

Time I: 
Monday, 10:00am to 12:00pm
Time II: 
Thursday, 10:00am to 12:00pm
Venue I: 
Spandauer Straße 1, room 23
Venue II: 
Spandauer Straße 1, room 203; Empirical Tutorials take place at R025 (Thu)

The course aims at providing the basic concepts and methods for analysing 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.

- 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), two exam dates

Spring 2017
Humboldt-Universität zu Berlin
End date of the whole course: 
Thursday, July 20, 2017 - 12:00pm