ECUE Econometrics of panel data

ECUE's code : IMEEPD

Belong to 3 UE

Structure

EUR ELMI

Disciplinary domain

Sciences de gestion et du management

Campus

Campus Saint Jean d'Angély

Course's level

Master 1

Semester

Semestre pair

Language

Anglais

PRESENTATION

This course focuses on panel data techniques, a methodology that makes an analysis of a large number of objects through short periods in time. It can be particularly relevant for studying dynamic changes in household behavior, enterprise productivity, investment and regional growth. Each class is a three hour lectures. Two hours will be dedicated to the lesson and one hour to applications on STATA.

Course's manager(s)

In class

20h of lectures
10h of directed studies

PREREQUISITES

Before the start of the course, I must ...

Studying these methods requires good knowledge of linear and matrix algebra.

OBJECTIVES

By the end of this course, I should be able to...

Understand basicals technics of econometrics panel data.
Analyse and explain results of panel data
Use tools for econometrics panel data.

CONTENT

Introduction of panel data

Classical linear regression: review

Structure of panel data: cross-sectional and time-series dimension

Fixed and random effects
Panel date estimator

Fixed effect: LSDV estimation

Random effect: GLS estimation

Between and within estimators
Testing hypothésis

Poolability

Hausman specification test
Endogeneity

C-test of endogeneity

IV estimation

Access to complete Syllabus (Authentification required)

Important

This syllabus has no contractual value. Its content is subject to change throughout this year: be aware to the last updates