Universität Wien

040256 KU Panel Data Econometrics (MA) (2026S)

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

  • Monday 02.03. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 04.03. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 09.03. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 11.03. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 16.03. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 18.03. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 23.03. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 25.03. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 13.04. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.04. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 20.04. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.04. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 27.04. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.04. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 04.05. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 06.05. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 11.05. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.05. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 18.05. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 20.05. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Wednesday 27.05. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 01.06. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 03.06. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 08.06. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 10.06. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 15.06. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 17.06. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 22.06. 13:15 - 14:45 Hörsaal 10 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 24.06. 13:15 - 14:45 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
  • Monday 29.06. 13:15 - 14:45 Hörsaal 10 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 (static regression, 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. In the project, panel methods are applied to panel data provided by participants. Dropping the course without a grade is possible before the first test. Passing the course requires both at least 50% of the 100 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 achievable score of 100, 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

E.1.6.

Last modified: Mo 27.07.2026 09:26