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Fiche de cours

Econometrics of Panel Data

Faculté de gestion: Institut de hautes études en administration publique

Responsable(s): Christopher Grigoriou

Période de validité: 2014 -> 2018

Pas d'horaire défini.

Cours

Semestre d'automne
26 heures par semestre

Langue(s) d'enseignement: anglais
Public: Oui
Crédits: 3.00

Objectif

This is a course on applied econometrics dealing with 'panel' data sets. Topics to be studied include specification, estimation, and inference in the context of models that include individual (firm, person, etc.) and/or time effects. We will apply it to panel data settings involving 'fixed' and 'random' effects. We will perform applications from public economic empirical literature. At the end of the course, students are able to use quantitative techniques, including econometrics of panel data, to perform impact analysis.

Contenu

The course relies on panel data econometrics presentation; specific issues, methodology, advantages of such estimates, interpretations, tests. The practical part will cover data analysis with Stata, including (1) how to manage large databases, (2) study cases taken from public economics literature, and (3) a short paper to be prepared and presented from an impact analysis relying on quantitative analysis.

Evaluation

First try: there will be a continuous examination, based on a short paper presenting an impact analysis relying on quantitative analysis.

Retake exam : Written 2h00

Bibliographie

Econometric Analysis of Cross Section and Panel Data, Jeffrey M. Wooldridge, the MIT press, 2nd edition, November 2010.

Canton de Vaud
Swiss University
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