Lehrende: Dr. Kilian Seng
Veranstaltungsart: Seminar
Orga-Einheit: Graduate School | ZUGS
Anzeige im Stundenplan:
Semesterwochenstunden: 2
Credits: 4,0
Standort: Campus der Zeppelin Universität
Unterrichtssprache: Englisch
Min. | Max. Teilnehmerzahl: 5 | 15
Inhalte: The course introduces panel data analysis in R and covers the most common model specifications: - fixed vs. random effects models (unobserved heterogeneity) - serial correlation - lagged dependent variables - first differences and evt. diff-in-diff - symmetric vs asymmetric panels Further topics like non-parametric, multilevel or machine learning approaches to panel data can be covered on request. Knowledge of statistics (cross-section regression, OLS) and proficiency with R is a course prerequisite.
Weitere Informationen zu den Prüfungsleistungen: Short paper with a panel data analysis in R
Literatur: Wooldridge, Jefrey M. (2010): Econometric Analysis of Cross Section and Panel Data. MIT Press
