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:


  • 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.

VI. Lecture:

VII. Tutorial:

Access to the computer lab requires one-time registration with a Stu-Account.

VIII. Registration: