PanelDataNotes-1

PanelDataNotes-1 - Econometric Analysis of Panel Data...

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Econometric Analysis of Panel Data William Greene Department of Economics Stern School of Business
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Econometric Analysis of Panel Data Overview
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Panel Data Econometrics      This is an intermediate level, Ph.D. course in the area of  Applied Econometrics dealing with Panel Data. The  range of topics covered in the course will span a large  part of econometrics generally, though we are  particularly interested in those techniques as they are  adapted to the analysis of 'panel' or 'longitudinal' data  sets. Topics to be studied include specification,  estimation, and inference in the context of models that  include individual (firm, person, etc.) effects. 
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Why a Course on ‘Panel Data?’ Microeconometrics and applications –  contemporary broad field in  economics/econometrics Behavioral modeling Individual choice and response A platform for surveying econometric models  and methods – most of the field Various types Recent developments
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Econometrics I or equivalent Ph.D. level  introduction to econometrics Mathematical statistics Matrix algebra We will do some proofs and derivations. We will examine many empirical applications. You will apply the tools developed in the course.
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PanelDataNotes-1 - Econometric Analysis of Panel Data...

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