1. Theoretical: introduce students to the main panel data econometric methods (FE, RE, IV and GMM estimation) used in the analysis of issues related to economics and finance, in order to equip them with advanced knowledge required for performing empirical analyses.
2. Empirical: strengthen the capacities of students to use the STATA econometric software when dealing with empirical research.
Learning Outcomes:
At the end of this course, the students should:
1) be able to conduct panel data analysis and interpret the results from these models;
2) get critical insight to appraise econometric results obtained by other researchers using panel data;
3) be able to carry out good quality applied econometric research using panel data
Professional Skills :
Written communication: Communicating effectively and adequately in writing
Research & Analysis : Collecting and analysing information to increase understanding of a topic or issue
Problem solving: Using generic or ad hoc methods in an orderly manner to find solutions
Data Management : Implementing policies and procedures that put organizations in control of their data
- Reading and Preparation for Class: 40 hours a semester
- Research and Preparation for Group Work: 20 hours a semester
- Research and Writing for Individual Assessments: 50 hours a semester
Intermediate knowledge in econometrics is required (OLS, Hypothesis testing, …)
Intermediate knowledge in STATA is also required.
All the cases studied during the lecture will be in the field of economics.