Universität Wien
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040256 UK Panel Data Econometrics (MA) (2020S)

Track in Data Analysis

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

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).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Thursday 05.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 06.03. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 13.03. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 19.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 20.03. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 26.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 27.03. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 02.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 03.04. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 23.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 24.04. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 30.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 07.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 08.05. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 14.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 15.05. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 22.05. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 28.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 29.05. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 04.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 05.06. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 12.06. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 18.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 19.06. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 25.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Friday 26.06. 09:45 - 11:15 Seminarraum 13 Oskar-Morgenstern-Platz 1 2.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. Slides are made accessible to participants.

Assessment and permitted materials

From late April to end of May, there are three homework assignments (15% first assignment, 7.5% for each of the other two). An empirical project (preferably in groups of up to three students) contributes 40%, its oral presentation (depending on the regulations, maybe electronic or just a voice-over recording; even if the project is done in groups, here single persons are evaluated) another 10%. A final test (probably online, in June) contributes another 30%. Total sum deliberately exceeds 100% (bonus).

What can be done in groups: homework assignments, empirical project (written report).
What is done individually: final test, project presentation.

Minimum requirements and assessment criteria

50% of the maximum achievable score, participation in the first 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, panel cointegration

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 15:19