Panel Econometrics

I. Syllabus:

This course offers an introduction to econometric analysis of panel data:

  • Estimation of linear panel data models
  • Specification tests for panel data models
  • Estimation of autocorrelated panel data models
  • Instrumental variables estimation and Hausman-Taylor models
  • Dynamic panel data models
  • Limited dependent variable estimation for panel data (if time allows)

 

II. Prerequisites:

 

III. Exam:

IV. Downloads:

 

V. Textbooks:

Textbooks:

  • J. M. Wooldridge (2010), Econometric Analysis of Cross Section and Panel Data, MIT Press, 2nd Edition (Main reference).
  • Badi H. Baltagi (2008), Econometric Analysis of Panel Data, Wiley, 4. Edition (Additional reference.

 

All necessary informations are provided via UnivIS and OLAT. The informations on this website are out of date and will be updated when the regular teaching continues.

VI. Lecture:

VII. Tutorial:

VIII. PC-Tutorial (voluntary):