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| Semester | spring semester 2023 |
| Course frequency | Every spring sem. |
| Lecturers | Kurt Schmidheiny (kurt.schmidheiny@unibas.ch, Assessor) |
| Content | Outline: 1. Basic Panel Data Models: RE and FE 2. Dynamic Effects: Event Studies and Distributed-Lags 3. Generalized Method of Moments 4. Dynamic Panel Data Models: Anderson-Hsiao, Arrelano-Bond, System GMM |
| Learning objectives | This course discusses advanced tools for the econometric analysiss of cross-section and panel data. Each of the tools will be implemented using standard statistical software (Stata and R) and real world data. Students will learn how to choose the adequate statistical method, discuss its identifying assumptions, correctly interpret its results and to translate them into economically meaningful answers. |
| Bibliography | Readings: - Cameron, A. Colin and Pravin K. Trivedi (2005), Microeconometrics: Methods and Applications, Cambridge University Press - Wooldridge, Jeffrey M. (2010), Econometric Analysis of Cross Section and Panel Data, 2nd Edition, MIT Press. |
| Weblink | Weblink |
| Admission requirements | Prerequisites: 12036 Econometrics, 41957 Fundamentals of Econometric Theory |
| Course application | Registration: Please enrol in MOnA. EUCOR-Students and students of other Swiss Universities have to enrol at the students administration office (studseksupport1@unibas.ch) within the official enrolment period. Enrolment = Registration for the exam! |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Interval | Weekday | Time | Room |
|---|---|---|---|
| wöchentlich | Tuesday | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S16 HG.39 |
| Modules |
Modul: Specific Electives in Economics (Master's Studies: Business and Economics) Module: Field Electives in Economics and Public Policy (Master's Studies: Economics and Public Policy) Module: Specific Electives in Data Science and Computational Economics (Master's Studies: Business and Economics) Module: Statistics and Computational Science (Master's Studies: Actuarial Science) Specialization Module: Areas of Specialization in International and/or Monetary Economics (Master's Studies: International and Monetary Economics) Specialization Module: Quantitative Methods (Master's Studies: Business and Economics (Start of studies before 01.08.2021)) |
| Assessment format | record of achievement |
| Assessment details | written exam: tba |
| Assessment registration/deregistration | Reg.: course registration, dereg: cancel 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 | Faculty of Business and Economics |