Analysis of Panel Data

Instructor: 
Time I: 
Monday,
02:00pm to 04:00pm
Time II: 
Tuesday,
12:00pm to 02:00pm
Venue I: 
HU Berlin, Spandauer Str. 1, Room 23
Venue II: 
HU Berlin, Spandauer Str. 1, room 23
Description: 

Information on how to attend the online course will be available on Moodle.

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.

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: 
6.00
Program: 
Semester: 
Spring 2020
Affiliation: 
Humboldt-Universität zu Berlin