Moses - Econometric Analysis of Longitudinal and Panel Data

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Module / Version:
#70120 / #3

Validity:
Seit WS 2019/20

Default display language:
English

Module title:
Econometric Analysis of Longitudinal and Panel Data

Credits:
6

Responsible person:
Werwatz, Axel

Grading:
benotet

Type of exam:
Schriftliche Prüfung

Zugehörigkeit

Faculty:
Fakultät VII

Institute:
Institut für Volkswirtschaftslehre und Wirtschaftsrecht

Area of expertise:
37312100 FG Ökonometrie und Wirtschaftsstatistik

Prüfungsausschuss:
Volkswirtschaftslehre

Kontakt

Office:
H 57

Contact person:
Haring, Carola

E-mail address:
axel.werwatz@tu-berlin.de

Website:

http://www.statistik.tu-berlin.de

Learning Outcomes

Panel- and longitudinal data is the richest source of information on individuals, because it contains information on the behavior and outcomes of individuals (persons, households, plants, firms) over time. The models and methods covered in this course. are designed to use the information in panel data: (1) to estimate relationships between observable variables that are not confounded by unobservable but time-constant heterogeneity (“ability”) and (2) to study the dynamics and the persistence of individual behavior over time. The aim of this course is to enable students to apply (i.e. to specify, estimate and interpret) these models to analyze panel- and longitudinal data. Key ingredients of the course are the weekly tutorials that focus on hands-on experience in applying these methods to actual data in a computer classroom.

Content

Linear Unobserved Effects Panel Data Model, Fixed-Effects-, Random-Effects- and First-Difference Methods, Nonlinear Unobserved Effects Panel Models: Binary Response Models for Panel Data. Dynamic Panel Data Models. The Generalized Method of Moments.

Module Components

Pflichtgruppe:

All Courses are mandatory.

Course Name	Type	Number	Cycle	Language	SWS	VZ
Econometric Analysis of Longitudinal and Panel Data	VL	71 210 L 1536	WiSe	English	2
Econometric Analysis of Longitudinal and Panel Data	UE	71 210 L 1535	WiSe	English	2

Workload and Credit Points

Econometric Analysis of Longitudinal and Panel Data (VL):

Workload description	Multiplier	Hours	Total
Class attendance	15.0	2.0h	30.0h
Pre/post processing	15.0	2.0h	30.0h
			60.0h(~2 LP)

Econometric Analysis of Longitudinal and Panel Data (UE):

Workload description	Multiplier	Hours	Total
Class attendance	15.0	2.0h	30.0h
Pre/post processing	15.0	2.0h	30.0h
			60.0h(~2 LP)

Course-independent workload:

Workload description	Multiplier	Hours	Total
Exam preparation	1.0	60.0h	60.0h
			60.0h(~2 LP)

The Workload of the module sums up to 180.0 Hours. Therefore the module contains 6 Credits.

Description of Teaching and Learning Methods

Lecture and Exercise. Throughout the lecture and the tutorial, there will be exercises and examples of real world applications of methods learned using statistical frameworks like R and Stata. An introduction to statistical frameworks will be given at the beginning of the course (i.e. tutorial).

Requirements for participation and examination

Desirable prerequisites for participation in the courses:

Modul Econometrics passed.

Mandatory requirements for the module test application:

This module has no requirements.

Module completion

Grading

graded

Type of exam

Written exam

Language

German

Duration/Extent

90 min.

Duration of the Module

The following number of semesters is estimated for taking and completing the module:
1 Semester.

This module may be commenced in the following semesters:
Wintersemester.

Maximum Number of Participants

This module is not limited to a number of students.

Registration Procedures

Please note the information on our website.

Recommended literature
Arellano, M. (2003), Panel Data Econometrics, Oxford University Press
Badi H. Baltagi (2005), Econometric Analysis of Panel Data , 3rd edition, Wiley & Sons
Baum, C.F. (2006) An Introduction to Modern Econometrics Using STATA, Stata Press
Cleves, M., Gould, W. W. und Gutierrez, R. (2004), An Introduction to Survival Analysis Using STATA, Revised Edition, Stata Press
Fahrmeir, L. und Tutz, G. (2001), Multivariate Statistical Modelling Based on Generalized Linear Models, 2nd edition, Springer
Hsiao, C. (2005), Analysis of Panel Data, 2nd Edition, Cambridge University Press
Lee, M.J., (2002), Panel Data Econometrics: Methods-of-Moments and Limited Dependent Variables, Academic Press
Wooldridge, J.M. (2001). Econometric Analysis of Cross Section and Panel Data, MIT Press.

Assigned Degree Programs

Semester:

Zeige auch ausgelaufene Studiengänge und StuPOs

This module is used in the following Degree Programs (new System):

Studiengang / StuPO	StuPOs	Verwendungen	Erste Verwendung	Letzte Verwendung
Industrial Economics (M. Sc.)	1	10	WS 2019/20	SoSe 2024
Information Systems Management (Wirtschaftsinformatik) (M. Sc.)	2	14	WS 2019/20	SoSe 2024
Soziologie technikwissenschaftlicher Richtung (B. A.)	1	10	WS 2019/20	SoSe 2024
Wirtschaftsingenieurwesen (M. Sc.)	1	11	WS 2019/20	SoSe 2024

Students of other degrees can participate in this module without capacity testing.

Miscellaneous

No information

Econometric Analysis of Longitudinal and Panel Data