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

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 11.02.2019 09:00 to We 20.02.2019 12:00
Registration is open from Tu 26.02.2019 09:00 to We 27.02.2019 12:00
Deregistration possible until Th 14.03.2019 23:59

Details

max. 50 participants

Language: English

Lecturers

Robert Kunst

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: Mo 07.09.2020 15:29