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351-0554-00L 3 Credits DR D-USYS , D-BAUG , D-MAVT , D-INFK , D-MTEC , D-MATH , D-BIOL , D-GESS , D-ITET , D-ARCH , D-CHAB
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PhD Course in Panel Econometrics

Lecturers & Examiners: Prof. Dr. Jan-Egbert Sturm, Prof. Dr. Jörg Breitung
VVZ CR n/a

Last Updated: 2026-02-05 15:14:56

Abstract

A three day applied econometrics course, designed to enable students at PhD-level to conduct empirical research in the field of economics.This course focuses on panel data techniques. The methods are illustrated and applied by using the software Eviews and STATA.

Objective

The course emphasizes the application of econometric methods and results to contemporary topics in empirical economic research. Participants will be equipped with the econometric tools required to analyze panel data. The course is split up into theory sessions, taught in a standard lecture format and tutored computer sessions, during which the participants have the opportunity to apply their newly acquired knowledge using standard software packages.

Content

Panel data models: 1. Random and Fixed-effect models 2. Specification tests 3. The Hausman-Taylor approach 4. Dynamic models 5. Nonlinear panel data models

Resources

Lecture Notes

Lecture notes will be made available in due time.

Literature

Microeconometrics, with a special focus on Panel Econometrics Cameron, A.C. and Trivedi, P.K. (2005) Microeconometrics: Methods and Applications, Cambridge University Press, New York Greene, W.H. (2003), Econometric Analysis, 5. ed., Prentice Hall, New Jersey Gourieroux, C. (2000), Econometrics of Qualitative Dependent Variables, Cambridge University Press, Cambridge. Woolridge, J.M. (2002), Econometric Analysis of Cross Section and Panel Data, MIT Press, London. Verbeek, M. (2004), A Guide to Modern Econometrics, 2. Auflage, John Wiley Publishers

General Information

Language
English
Levels
DR
Frequency
Yearly recurring

Examination

Type
ungraded semester performance

Course Components

Type Title Time & Place Hours
lecture with exercise PhD course in Panel Econometrics
Blockkurs 3 Tage, 8. - 10. Oktober 2007, jeweils 9.00 - 12.00 und 14.00 - 17.00, Raum wird noch bekannt gegeben, Anmeldung bis 10. September 2007 an Herrn Martin Gassebner < >
  • 08.10. - 10.10 Date 09:15-13:00 (HG D 12)
  • 08.10. - 10.10 Date 14:15-17:00 (HG D 12)
50 h semesterly

Offered In