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| Semester | spring semester 2019 |
| Course frequency | Every spring sem. |
| Lecturers | Kurt Schmidheiny (kurt.schmidheiny@unibas.ch, Assessor) |
| Content | Outline: 1. Basic Panel Data Models: RE and FE 2. Generalized Method of Moments 3. Dymamic Panel Data Models: Anderson-Hsiao, Arrelano-Bond, system GMM 4. Nonlinear Panel Data Models: logit and Poisson 5. Multinomial Choice: conditional logit, multinomial logit, nested logit, mixed logit, multinomial probit |
| 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 or 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. (2002), Econometric Analysis of Cross Section and Panel Data, 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 |
| Course auditors welcome |
| Interval | Weekday | Time | Room |
|---|
No dates available. Please contact the lecturer.
| Modules |
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) |
| Assessment format | end-of-semester examination |
| Assessment details | Final Exam (100%): 11.06.19; 10:15-11:45. WWZ S15: 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 | Faculty of Business and Economics |