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17709-01 - Lecture: Analysis of Panel Data (3 CP)
| Semester | spring semester 2012 |
| Course frequency | Every spring sem. |
| Lecturers | Christian Kleiber (christian.kleiber@unibas.ch, Assessor) |
| Content | 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). |
| Bibliography | 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 |
| Admission requirements | 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. |
| Course application | 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! |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Course auditors welcome |
| Interval | Weekday | Time | Room |
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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 | written exam: 14.06.2012, 10:15-11:15. WWZ Audi: A-Z. |
| 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 | Abt. Quant. Meth: Ökonometrie, Statistik |