319012 Applied Panel Data Econometrics (V) (SoSe 2025)
Contents, comment
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This course will focus on the analysis and application of panel econometric methods intuitively and practically.
We will cover topics starting from static linear models (for continuous variables) namely, linear least squares, time series discussion, one-way and two ways error component models for fixed and random effects estimators.
Next, we will discuss various panel hypothesis tests for the model parameters and the presence of effects. We will also discuss typical panel data issues notably, serial correlation, heteroskedasticity and cross-sectional dependence and how they can be treated.
The discussion will then be extended to the concept of dynamic panel models especially the variants of panel generalized method of moments (GMM) type of estimators.
Finally, panel data models for categorical dependent variables (binary, ordinal and multinomial) are presented.
We will use R for the practical implementation of the analysis (with real-world dataset). The course will be taught in English
Bibliography
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The lecture mostly follows the book by Badi Baltagi (2005): Econometric Analysis of Panel Data, John Wiley and Sons, (third edition)
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Fr | 8-10 | B2-240 | 08.04.-18.07.2025
not on: 4/18/25 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M-ASM1 Advanced Statistical Methods I | Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (I.) | - | Student information |
| 31-M-ASM2 Advanced Statistical Methods II | Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (I.) | Graded examination
|
Student information |
| 31-MM15 Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie, etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV, etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken, etc.) | - | Student information |
| Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie, etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV, etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken, etc.) | - | Student information | |
| Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie, etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV, etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken, etc.) | - | Student information | |
| 31-MM15-WiMa Empirische Wirtschaftsforschung und Quantitative Methoden | Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken etc.) | - | Student information |
| Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken etc.) | - | Student information | |
| Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken etc.) | - | Student information |
The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.
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- Registered number: 26
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- Last update basic details/teaching staff:
- Monday, November 11, 2024
- Last update times:
- Tuesday, February 11, 2025
- Last update rooms:
- Tuesday, February 11, 2025
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Department
- Faculty of Business Administration and Economics
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