Zurück
| Semester | Frühjahrsemester 2012 |
| Angebotsmuster | Jedes Frühjahrsem. |
| Dozierende | Christian Kleiber (christian.kleiber@unibas.ch, BeurteilerIn) |
| Inhalt | Summary: Introductory econometrics courses typically cover regression methods for cross-sectional data. Analysis of panel data (roughly, data with cross section as well as time series aspects) is a rapidly growing subfield of econometrics and related disciplines. The course will provide an introduction to the basic models with fixed and random effects and to dynamic panel data models. We will also cover panel data versions of some models of microeconometrics (mainly binary response, if time permits also counts). |
| Literatur | Reading list: - B. Baltagi (2008). Econometric Analysis of Panel Data, 4th ed. Chichester: John Wiley. - E.W. Frees (2004). Longitudinal and Panel Data. Cambridge: Cambridge University Press. - C. Hsiao (2003). Analysis of Panel Data, 2nd ed. Cambridge: Cambridge University Press. - W. Greene (2008). Econometric Analysis, 6th ed. Upper Saddle River, NJ: Prentice Hall. [Kap. 9 und 10] - Sevestre, P. (2002). "Econométrie des données de panel. Paris: Dunod. The course will not follow a particular textbook (most books in thisfield are Ph.D. level, more or less). Roughly, we will cover parts of Baltagi 2008, but I will supply more details. |
| Weblink | Weblink |
| Teilnahmebedingungen | Prerequisites: Solid working knowledge of linear regression and the method of least squares. For WWZ students this means: BA completed, in addition 'Econometrics' at the Master's level is strongly recommended. Towards the end of the course some aspects of microeconometrics will be relevant, and I will only briefly sketch basics there. |
| Anmeldung zur Lehrveranstaltung | Registration: Please enrol in MOnA. EUCOR-Students and Exchange-Students have to enrol at the students administration office (studsek@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| HörerInnen willkommen |
| Intervall | Wochentag | Zeit | Raum |
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Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.
| Module |
Modul Statistik und Computational Science (Master Actuarial Science) Vertiefungsmodul Quantitative Methods (Master Wirtschaftswissenschaften) |
| Leistungsüberprüfung | Semesterendprüfung |
| Hinweise zur Leistungsüberprüfung | written exam: 14.06.2012, 10:15-11:15. WWZ Audi: A-Z. |
| An-/Abmeldung zur Leistungsüberprüfung | Anmeldung: Belegen |
| Wiederholungsprüfung | keine Wiederholungsprüfung |
| Skala | 1-6 0,1 |
| Wiederholtes Belegen | beliebig wiederholbar |
| Zuständige Fakultät | Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch |
| Anbietende Organisationseinheit | Abt. Quant. Meth: Ökonometrie, Statistik |