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| Semester | spring semester 2021 |
| 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. Dynamic 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 |
| Interval | Weekday | Time | Room |
|---|---|---|---|
| wöchentlich | Tuesday | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S13 HG.35 |
| Comments | The course will be taught online at the dates you can see below and then continue in-class as soon as it is possible. |
| Date | Time | Room |
|---|---|---|
| Tuesday 02.03.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 09.03.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 16.03.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 23.03.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 30.03.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 06.04.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 13.04.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 20.04.2021 | 10.15-12.00 | - Online Präsenz -, -- |
| Tuesday 27.04.2021 | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S13 HG.35 |
| Tuesday 04.05.2021 | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Auditorium |
| Tuesday 11.05.2021 | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S13 HG.35 |
| Tuesday 18.05.2021 | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S13 HG.35 |
| Tuesday 25.05.2021 | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S13 HG.35 |
| Tuesday 01.06.2021 | 10.15-12.00 | Wirtschaftswissenschaftliche Fakultät, Seminarraum S13 HG.35 |
| 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 | written exam: 01.06.21; 10:15-11:45. WWZ S13: A-Z. In case COVID-19 protective measures prevent examination on site, the faculty reserves the right to conduct the examination electronically during the same time slot. |
| 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 |