Econometric Analysis of Panel Data

Faculteit Economie en Bedrijfskunde
Jaar 2017/18
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.
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
Docent(en) T. Boot, MSc.
Verplichte literatuur
Titel Auteur ISBN Prijs
Econometric Analysis of Cross Section and Panel Data, 2010, 2nd Edition, MIT Wooldridge, J.M. 978026223528
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
Secretary: K.M. Vudinh, e-mail k.m.vudinh@rug.nl, room 5411.0734
Opgenomen in
Opleiding Jaar Periode Type
Research Master in Economics and Business  (keuzevakken ReMa-Bus.Analytics & Ectrics) 1 semester II a keuze