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040256 UK Panel Data Econometrics (MA) (2018S)
Continuous assessment of course work
Labels
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 We 14.02.2018 09:00 to We 21.02.2018 12:00
- Deregistration possible until We 14.03.2018 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Thursday 01.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 08.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 15.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 22.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 12.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 19.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 26.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 03.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 17.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 24.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 07.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 14.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 21.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 28.06. 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.
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.
- 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.
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)
Panel tests for unit root
Tests (poolability, Hausman test, autocorrelation, heteroskedasticity)
Dynamic panels (Nickell bias, instrumental variable estimation)
Panel tests for unit root
Reading list
Baltagi, B. : Econometric Analysis of Panel Data
Hsiao, C.: Analysis of Panel Data
Hsiao, C.: Analysis of Panel Data
Association in the course directory
Last modified: Mo 07.09.2020 15:29