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Humboldt-Universität zu Berlin -

Econometric Analysis of Panel Data - Summer Term 2015

 

Important: The lecture "Econometric Analysis of Panel Data" will only start in the second week of the semester (first lecture on April, 20).

 

Instructor: PD Dr. Bernd Droge

Further Course Information and Material will ONLY be available at Moodle.

The Course-Key for Subscription will be published in the first lecture.

 

 

Course Outline:
1. Introduction
2. The One-Way Error Component Regression Model
3. The Two-Way Error Component Regression Model
4. Testing Hypotheses
5. Heteroscedasticity and Serial Correlation
6. Seemingly Unrelated Regressions with Error Components
7. Simultaneous Equations with Error Components
8. Dynamic Panel Data Models
9. Panel Data Models for Qualitative Dependent Variables
 
Major Literature:
Baltagi, B. H. (1995): ''Econometric Analysis of Panel Data'', Wiley, New York. (or later editions)
 
Additional Literature: 
Hsiao, C. (1986): ''Analysis of Panel Data'', Cambridge University Press.
Arellano, M. (2003): ''Panel Data Econometrics'', Oxford University Press.