Analysis of Panel Data

Instructor: 
Time I: 
Monday,
10:00am to 12:00pm
Time II: 
Tuesday,
12:00pm to 02:00pm
Venue I: 
SPA1, R23
Venue II: 
SPA1, R 21a / 025
Description: 

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.
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.

Empirical Tutorials take place at room 025 (Tue)
Exam: written exam (90 min), two exam dates
Credits (ECTS): 9.0

Credits: 
9.00
Program: 
Semester: 
Spring 2018
Affiliation: 
Humboldt-Universität zu Berlin
End date of the whole course: 
Tuesday, July 17, 2018 - 12:00pm