040256 KU Panel Data Econometrics (MA) (2024S)

8.00 ECTS (4.00 SWS), SPL 4 - Wirtschaftswissenschaften

Continuous assessment of course work

ON-SITE

Moodle

We 22.05. 13:15-14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Registration is open from Mo 12.02.2024 09:00 to We 21.02.2024 12:00
Registration is open from Mo 26.02.2024 09:00 to Tu 27.02.2024 12:00
Deregistration possible until Th 14.03.2024 23:59

Details

max. 50 participants

Language: English

Lecturers

Robert Kunst

Classes (iCal) - next class is marked with N

    
    Monday
    04.03.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    06.03.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    11.03.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    13.03.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    18.03.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    20.03.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    08.04.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    10.04.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    15.04.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    17.04.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    22.04.
    13:15 - 14:45
    Hörsaal 9  Oskar-Morgenstern-Platz 1  1.Stock
    
    Wednesday
    24.04.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    29.04.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Monday
    06.05.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    08.05.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    13.05.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    15.05.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    N
    Wednesday
    22.05.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    27.05.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    29.05.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    03.06.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    05.06.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    10.06.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    12.06.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    17.06.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    19.06.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock
    
    Monday
    24.06.
    13:15 - 14:45
    Hörsaal 5  Oskar-Morgenstern-Platz 1  Erdgeschoß
    
    Wednesday
    26.06.
    13:15 - 14:45
    Hörsaal 7  Oskar-Morgenstern-Platz 1  1.Stock

Information

Aims, contents and method of the course

Participants will be familiar with the econometric methods used for economic panel data.
The following topics are covered:
1. Models for panel data (fixed and random effects, one-way and two-way, estimation)
2. Tests (poolability, Hausman test, autocorrelation, heteroskedasticity)
3. Dynamic panels (Nickell bias, instrumental variable estimation, generalized method of moments)
4. Panel tests for unit root, cointegration in panels
The application of econometric methods is explained using the software Stata and/or R. Slides are made accessible to participants.

Assessment and permitted materials

- two written tests (30% each)
- empirical project (40%)
Tests are closd-book, dictionaries and non-programmable calculators are permitted.
The empirical project consists of writing a short paper, presenting own results and discussing the results of fellow students. Dropping the course without a grade is possible before the test. Passing the course requires both at least 50% of the maximum achievable points and attendance at the first written test. Dates for tests and presentations are convened in class.

Minimum requirements and assessment criteria

50% of the maximum achievable score, participation in the first test

Examination topics

The course comprises 2 lectures of 1.5h per week covering both theory and empirical examples. Slides are made accessible to participants. The relevant material for the tests is defined by what has been taught in the course.
Students are asked to prepare an empirical project that is related to the course contents, and to present and discuss their results in the last weeks.
In tests, participants work on their own. The empirical project can be done in groups of up to three.

Reading list

Baltagi, B. : Econometric Analysis of Panel Data
Hsiao, C.: Analysis of Panel Data
Croissant, Y., and G.Millo: Panel Data Econometrics with R

Association in the course directory

Last modified: Th 29.02.2024 12:25