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Econometric Analysis of Panel Data
| Faculteit | Economie en Bedrijfskunde |
| Jaar | 2019/20 |
| Vakcode | EBM177A05 |
| Vaknaam | Econometric Analysis of Panel Data |
| Niveau(s) | master |
| Voertaal | Engels |
| Periode | semester II a |
| ECTS | 5 |
| Rooster | rooster |
| Uitgebreide vaknaam | Econometric Analysis of Panel Data | ||||||||
| Leerdoelen | Upon completion of the course the student is able to: 1. Undertake independent applied research using the following advanced Microeconometric models.: linear panel data models; Binary response models such as (fixed effects) logit and (random effects) probit; Tobit models; Sample selection models; Switching regression models; Shrinkage estimators (Lasso) 2. Translate a theoretical model into an econometric model 3. Use appropriate data and econometric methods to address a given empirical economic question. 4. Interpret and critically assess quantitative analyses, empirical articles, policy documents etc. in the field of microeconomics 5. Communicate their results in written reports 6. Use a computing environment such as STATA or write a suitable computer program. |
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| Omschrijving | This course provides a thorough understanding of advanced microeconometric panel data methods and pays attention to the econometric analysis of cross-section data and panel data. During the course applications of the different methods are discussed mainly in the fields of consumption (saving) behavior, marketing, labor economics, industrial organisation. |
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| Uren per week | 4 | ||||||||
| Onderwijsvorm |
►computer practicum, ►interactief hoorcollege
(combined lectures/tutorials, practicals, self-study) |
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| Toetsvorm |
►groepsopdracht, ►individuele opdracht
(assignment(s)) |
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| Vaksoort | master | ||||||||
| Coördinator | prof. dr. R.J.M. Alessie | ||||||||
| Docent(en) | prof. dr. R.J.M. Alessie ,dr. T. Boot | ||||||||
| Verplichte literatuur |
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| Entreevoorwaarden | For students in the Research Master in Economics & Business, who have taken at least Econometric Theory and Methods and/or Econometric Inference. | ||||||||
| Opmerkingen | Info: Prof. R.J.M. Alessie, phone +3150 363 7240, e-mail r.j.m.alessie@rug.nl Secretary: K.M. Vudinh, e-mail k.m.vudinh@rug.nl, room 5411.0734 |
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| Opgenomen in |
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