319012 Applied Panel Data Econometrics (V) (SoSe 2026)
Contents, comment
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This course will focus on the intuitive and practical analysis and application of panel econometric methods.
We will cover topics starting with static linear models (for continuous variables), namely linear least squares, time-series analysis, and one-way and two-way 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 dynamic panel models, especially variants of panel generalised method of moments (GMM) estimators.
Finally, panel data models for categorical dependent variables (binary, ordinal and multinomial) are presented.
We will use R to implement the analysis in practice (using a real-world dataset). The course will be taught in English
Teaching staff
Dates ( Calendar view )
| Frequency | Weekday | Time | Format / Place | Period | |
|---|---|---|---|---|---|
| weekly | Fr | 8-10 | B2-240 | 13.04.-24.07.2026 |
Subject assignments
| Module | Course | Requirements | |
|---|---|---|---|
| 31-M-ASM1 Advanced Statistical Methods I Advanced Statistical Methods I | Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Student information | |
| 31-M-ASM2 Advanced Statistical Methods II Advanced Statistical Methods II | Courses in the field of statistics and/or in (a) methodologically related field(s) (I.) | Graded examination
|
Student information |
| 31-MM15 Quantitative Methods 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 Quantitative Methods 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.
| Degree programme/academic programme | Validity | Variant | Subdivision | Status | Semester | LP | |
|---|---|---|---|---|---|---|---|
| Economics and Management (BiGSEM) / Promotion | Economics; Field Courses | 4 |
- Address:
- SS2026_319012@ekvv.uni-bielefeld.de
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- Notes:
- Additional notes on the electronic mailing lists
- Last update basic details/teaching staff:
- Tuesday, October 14, 2025
- Last update times:
- Monday, February 16, 2026
- Last update rooms:
- Monday, February 16, 2026
- Type(s) / SWS (hours per week per semester)
- lecture (V) / 2
- Language
- This lecture is taught in english
- Department
- Faculty of Business Administration and Economics
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