The aim of the course is to familiarize students with estimation
techniques for panel data. Starting from the linear one- and two-way
error component models, we will venture into different advanced
challenges in panel econometrics, including dynamic and
non-linear panel models. In accompanying computer sessions, we will
implement some of the estimators ourselves in R.
The main
accompanying textbook for the course is "Econometric Analysis of Panel
Data" by Badi Baltagi (5th edition). Additional references will be given
in the lecture.
Successful prior completion of "Advanced Microeconometrics" (or equivalent) is expected.
The course will be assessed with a 90 minute exam, including both a theory and a computer component.
The
course targets students of the Master in "Economic Policy and
Quantitative Methods" and PhD students of the Berlin School of
Economics. Other interested students with advanced previous knowledge in
econometrics are also welcome in the course.
- Kursleiter*in: Prof. Dr. Joschka Wanner