22-30.105 Panel Data Econometrics using Stata

Lehrende: Claudia Schwirplies

Veranstaltungsart: Interaktive Lehrveranstaltung

Anzeige im Stundenplan:

Semesterwochenstunden: 3

Credits: 6,0

Unterrichtssprache: Englisch

Min. | Max. Teilnehmerzahl: - | 45

Kommentare/ Inhalte:
The course is designed for students who are interested in or doing empirical and experimental research. Basic knowledge in econometrics (especially the estimation and interpretation of linear and non-linear models with cross-sectional data) is necessary to follow the course. The course will be conducted as online course with video lectures and regular live tutorials via Zoom.

Lernziel:
The objective of the course is to prepare a solid ground for empirical research using advanced econometric techniques for analyzing experimental and panel data sets. The course will provide the theoretical intuition for all estimation techniques as well as empirical applications using Stata. Students get the opportunity to apply their new skills (by replicating existing research or alternatively with their own data and research questions) and present and discuss them in class.

Vorgehen:
1. Basic linear panel data methods

• Pooled regression
  
• Difference-in-difference
  
• First differences
  

• Fixed effects estimation
  
• Random effects estimation
  
• Multi-level models
  

• IV and 2SLS estimation for panel data
  
• Generalized method of moments (GMM)
  
• Arellano-Bond and Arellano-Bover / Blundell-Bond estimators
  

• Binary response data
  
• Count data
  
• Ordered response data
  

Literatur:
Greene, W. H. (2012), Econometric analysis, 7th revised edition, Boston, London: Pearson.
Wooldridge, J.M. (2008), Introductory Econometrics: A modern approach, Cengage Learning Emea, 4th ed.
Wooldridge, J.M. (2010), Econometric Analysis of Cross Section and Panel Data, 2nd Edition, MIT Press, Cambridge, Massachusetts.

Zusätzliche Hinweise zu Prüfungen:
Term Paper + Presentation via Zoom