Econometric Analysis of Panel Data

Faculteit Economie en Bedrijfskunde
Jaar 2020/21
Vakcode EBM177A05
Vaknaam Econometric Analysis of Panel Data
Niveau(s) master
Voertaal Engels
Periode semester II a
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 non-linear cross-section data and panel data models. In the last part of the course, attention is paid to the estimation of econometric models with many parameters (high dimensional econometrics). 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 4
(combined lectures/tutorials)
Toetsvorm -groepsopdracht,  -individuele opdracht
Vaksoort master
Coördinator prof. dr. R.J.M. Alessie
Docent(en) prof. dr. R.J.M. Alessie ,dr. T. Boot
Verplichte literatuur
Titel Auteur ISBN Prijs
Econometric Analysis of Cross Section and Panel Data, 2010, 2nd Edition, MIT Wooldridge, J.M. 978026223528
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
Secretary: K.M. Vudinh, e-mail, 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