- familiarize the students with contemporary methods of panel data analysis, starting with the pooled OLS model and ending with dynamic panel data models
- Students should have a firm grasp of the key methods of panel data analysis
- Students should be able to effectively apply these methods in own empirical research.
- Students should be familiar with and be able to use key capabilities of the statistical package “Stata”, including its programming options (the so-called do-files).
- Panel data and pooled OLS model
- The fixed effects model
- The random-effects model
- Further topics in the analysis of linear panel data models
- Dynamic panel data
- homework assignmentThe home assignment includes problems and/or computer exercises in Stata. The assignment will be distributed in class and will be due in approximately two weeks. The homework (only paper versions, files sent by email will not be accepted!) is to be handed in before class on the day it is due. No late homework is accepted
- midterm examThe midterm exam is a closed book, closed notes test scheduled in the middle of the course
- final examThe duration of the final exam is two academic hours. The examination is conducted in writing using synchronous proctoring. The exam is conducted on the online HSE Moodle platform (https://hse.student.examus.net). You must connect to the exam 15 minutes before the start. On the Examus platform, system testing is available. Student's computer must meet the requirements: (https://elearning.hse.ru/data/2020/05/07/1544135594/Технические%20требования%20к%20ПК%20студента.pdf) To participate in the exam, the student must: go to the proctoring platform in advance, conduct a system test, turn on the camera and microphone, and verify identity. During the exam, students are prohibited from: communicating (on social networks, with people in the room), writing off. During the exam, students are allowed to: use A4 sheets. The completed task must be photographed or scanned and downloaded to the Moodle system. Click the Finish Exam button to successfully save your answer. A short-term communication disruption during the exam is considered interruption of communication up to 10 minutes. A long-term communication disorder during an exam is considered to be a communication interruption of 10 minutes or more. In case of a long-term communication disruption, the student cannot continue to participate in the exam. The transfer procedure is similar to the surrender procedure.
- Interim assessment (4 module)0.5 * final exam + 0.25 * homework assignment + 0.25 * midterm exam
- Patrick Sevestre, & Laszlo Matyas. (2008). The Econometrics of Panel Data. Post-Print. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.p.hal.journl.halshs.00279977
- David Roodman. (2006). How to Do xtabond2: An Introduction to ‘Difference’ and ‘System. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.BDA319DD
- Mátyás, L. (2017). The Econometrics of Multi-dimensional Panels : Theory and Applications. [N.p.]: Springer. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1565303