VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

351-0554-00L 3 Credits DR D-USYS , D-MTEC , D-BAUG , D-MAVT , D-INFK , D-MATH , D-PHYS , D-BIOL , D-ERDW , D-GESS , D-ITET , D-ARCH , D-CHAB

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 15:25:11

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

1. Static Panel Data Models 2. Model Specification 3. Dynamic Panel Data Models 4. Specification of Dynamic Models 5. Unit-Root-Tests for Panel Data 6. Estimating Cointegration Relationships

Resources

Lecture Notes

Lecture notes will be made available during the first lecture.

Literature

(1) Hsiao, C. Analysis of Panel Data, 2003, Cambridge: Cambridge University Press, 2nd edition. (2) Baltagi, B. The Econometric Analysis of Panel Data, 2005, New York: John Wiley, 3rd edition. (3) Wooldridge, J.M. Econometric Analysis of Cross Section and Panel Data, 2002, Cambridge: MIT Press. (4) Cameron, A.C. und Trivedi, P.K. Microeconometrics: Methods and Applications, 2005, Cambridge University Press, Chapter V. (5) Verbeek, M. A Guide to Modern Econometrics, (2000), Chichester: John Wiley. (6) Arellano, M. Panel Data Econometrics, 2003, Oxford: Oxford University Press. (7) Balestra, P. Introduction to Linear Models for Panel Data, , in: Matyas, L. and Sevestre, P. (eds.), The Econometrics of Panel Data, A Handbook of the Theory with Applications, 2nd edition, 1996, Dordrecht: Kluwer, 25-74.

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, 29. September - 1. Oktober 2008, jeweils 9.00 - 12.00 und 14.00 - 17.00. Anmeldung bis 15. September 2008 an Herrn Martin Gassebner < >
  • 29.09. - 01.10 Date 09:15-12:00 (HG E 26.1)
  • 29.09. - 01.10 Date 14:15-17:00 (HG E 26.1)
50 h semesterly

Offered In