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040256 UK Panel Data Econometrics (MA) (2019S)
Track in Data Analysis
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 Mo 11.02.2019 09:00 to We 20.02.2019 12:00
- Registration is open from Tu 26.02.2019 09:00 to We 27.02.2019 12:00
- Deregistration possible until Th 14.03.2019 23:59
Details
max. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Thursday 07.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 14.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 21.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 28.03. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 04.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 11.04. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 02.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 09.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 16.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 23.05. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 06.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 13.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
- Thursday 27.06. 11:30 - 13:00 Hörsaal 7 Oskar-Morgenstern-Platz 1 1.Stock
Information
Aims, contents and method of the course
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. Dates for test and presentations are convened in class.
- 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. Dates for test and presentations are convened in class.
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, generalized method of moments)
Panel tests for unit root
Tests (poolability, Hausman test, autocorrelation, heteroskedasticity)
Dynamic panels (Nickell bias, instrumental variable estimation, generalized method of moments)
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
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
The implementation of econometric methods is explained using the software Stata. Slides are made accessible to participants.