Universität Wien FIND
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040256 UK Panel Data Econometrics (MA) (2019S)

Track in Data Analysis

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

Thursday 07.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 14.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 21.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 28.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 04.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 11.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 02.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 09.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 16.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 23.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 06.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 13.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 27.06. 11:30 - 13:00 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
The implementation of econometric methods is explained using the software Stata. Slides are made accessible to participants.

Assessment and permitted materials

- written test (45%)
- empirical project (55%)
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 written test. Dates for test and presentations are convened in class.

Minimum requirements and assessment criteria

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

Examination topics

Models for panel data (fixed and random effects, one-way and two-way, estimation)
Tests (poolability, Hausman test, autocorrelation, heteroskedasticity)
Dynamic panels (Nickell bias, instrumental variable estimation, generalized method of moments)
Panel tests for unit root

Reading list

Baltagi, B. : Econometric Analysis of Panel Data
Hsiao, C.: Analysis of Panel Data

Association in the course directory

Last modified: Fr 06.09.2019 09:47