Analysis of Panel Data

Time I: 
Monday, 01:30pm
Venue I: 
HU, Spandauer Str. 1, room 23

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)

Weekdays/Times: Mon, 10:00-12:00, room 23
Thu, 12:00-14:00, room 25

Spring 2016
End date of the whole course: 
Thursday, July 21, 2016 - 2:00pm