DMA 814S: Panel Data Management and Analysis 3 CREDITS
Panel data management and analysis presents the practical applications of theories and principles acquired in econometric theory in estimating panel data. This course has been drafted in recognition of the fact that the use of cross sectional and panel data has become a common practice among researchers and policymakers.
Students should be able to:
- Analyze variants of panel estimation techniques
- Conduct panel post estimation tests to choose appropriate models
- Interpret coefficients of panel estimation techniques.
Topics to be taught include; fixed and random-effects model, population-averaged models, probit , logit, poisson models for panel data, and panel data estimation under endogeneity. In addition, models for slowing changing explanatory variables and dynamic models will be taught.
- Biørn, E. (2016). Econometrics of Panel Data: Methods and Applications. Oxford University Press
Suggested Reading List
- Baltagi, B. (2008). Econometric analysis of panel data (Vol. 1). John Wiley & Sons
- Cameron, A. C. & Trivedi, P. K. (2009). Microeconometrics using stata (Vol. 5). College Station, TX: Stata Press.
- Wooldridge, J. M. (2010). Econometric analysis of cross section and panel data. MIT press.