Econometric Analysis of Panel Data

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.
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.
Uren per week
Onderwijsvorm	(combined lectures/tutorials, practicals, self-study)
Toetsvorm	(assignment(s))
Vaksoort	master
Coördinator	prof. dr. R.J.M. Alessie
Verplichte literatuur	Titel Auteur ISBN Prijs Econometric Analysis of Cross Section and Panel Data (2010), Second Edition MIT Wooldridge, J.M. 978-0-262-23528
Entreevoorwaarden	Econometric theory and methods Econometric inference
Opmerkingen	Info: Prof. R.J.M. Alessie, phone: +3150 363 7240, e-mail: r.j.m.alessie@rug.nl Secr: K.M. Vudinh, k.m.vudinh@rug.nl, kamer 5411.734
Opgenomen in	Opleiding Jaar Periode Type Research Master in Economics and Business  (keuzevakken ReMa-Bus.Analytics & Ectrics) 1 semester II a keuze