ECUE Econometrics of panel data

Code de l'ECUE : IMEEPD

Ce cours est proposé dans 3 UE

Structure

EUR ELMI

Domaine disciplinaire

Sciences de gestion et du management

Lieu d'enseignement

Campus Saint Jean d'Angély

Niveau du cours

Master 1

Semestre

Semestre pair

Langue

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.

Responsable(s) du cours

Présentiel

20h de cours magistral
10h de travaux dirigés

PREREQUIS

Avant le début du cours, je dois ...

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

OBJECTIFS

A la fin de ce cours, je devrais être capable de...

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

CONTENU

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

Accéder au Syllabus complet (Authentification requise)

Important

Ce syllabus n’a aucune valeur contractuelle. Son contenu est susceptible d’évoluer en cours d’année : soyez attentifs aux dernières modifications.