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Instructors: Dr. Kilian Seng
Event type:
Seminar
Org-unit: Graduate School | ZUGS
Displayed in timetable as:
Hours per week:
2
Credits:
4,0
Location:
Campus der Zeppelin Universität
Language of instruction:
Englisch
Min. | Max. participants:
5 | 15
Course content:
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.
Further information about the exams:
Short paper with a panel data analysis in R
Mandatory literature:
Wooldridge, Jefrey M. (2010): Econometric Analysis of Cross Section and Panel Data. MIT Press
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