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17709-01 - Lecture: Analysis of Panel Data (3 CP)
| Semester | spring semester 2011 |
| Course frequency | Every spring sem. |
| Lecturers | Christian Kleiber (christian.kleiber@unibas.ch, Assessor) |
| Content | In Econometrics 1 we mainly covered 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. Depending on the available time and the interests of the audience we might also cover panel data versions of some models of microeconometrics (binary response, counts) and/or panels with large time dimension (unit roots etc in a panel context). Empirical illustrations will make use of the 'plm' package for R. |
| Bibliography | - 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 |
| Admission requirements | Solid working knowledge of linear regression. For WWZ students this means: BA completed, in addition 'Applied Econometrics' at the Master's level is strongly recommended. Depending on what we cover in the second half, some aspects of microeconometrics and/or time series will be relevant, and I will only briefly sketch basics there. |
| Course application | Belegen in MOnA innerhalb der Belegfrist |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Course auditors welcome |
| Interval | Weekday | Time | Room |
|---|
No dates available. Please contact the lecturer.
| Modules |
Statistics and Computational Science Module (Master Actuarial Science) Vertiefungsmodul Quantitative Methods (Master Business and Economics) |
| Assessment format | end-of-semester examination |
| Assessment details | Schriftliche Klausur. 26.05.2011, 12:15 - 14:00. Die Klausur findent im WWZ S16 statt. |
| Assessment registration/deregistration | Registration: course registration |
| Repeat examination | no repeat examination |
| Scale | 1-6 0,1 |
| Repeated registration | as often as necessary |
| Responsible faculty | Faculty of Business and Economics , studiendekanat-wwz@unibas.ch |
| Offered by | Abteilung Quantitative Methoden |