Institution: Graduate School at Faculty of Business, Economics and Social Sciences – Universität Hamburg

Lecturer: Dr. Claudia Schwirplies

Schedule:
Do., 14.04.16, 14-18 Uhr
Fr., 15.04.16, 10-14:30 Uhr
Do., 21.04.16, 14-18 Uhr
Fr., 22.04.16, 10-14:30 Uhr
Do., 28.04.16, 14-18 Uhr
Fr., 29.04.16, 10-14:30 Uhr

Place: Universität Hamburg, Von-Melle-Park 5, Room 1083

Registration: You can register for the course until 17.03.16 (13:00) via Geventis

Course description:
The course is designed for PhD Students who are doing empirical and experimental research. The objective of the course is to prepare a solid ground for empirical research using advanced econometric techniques for analyzing experimental and panel data sets. The course will provide the theoretical intuition for all estimation techniques as well as empirical applications using Stata. Students get the opportunity to apply their new skills (with their own data and research questions) and present them in class.

Basic knowledge in econometrics (especially the estimation and interpretation of linear and non-linear models with cross-sectional data) is required.

The course is taught in English if non-German Students participate.

Outline

1. Introduction: Basics about panel data
2. Basic linear panel data methods
   1. Pooled regression
   2. First differences
   3. Difference-in-difference
3. Dealing with heterogeneity in linear models
   1. Fixed effects models
   2. Random effects models
   3. Multi-level models
4. Instrument variable approaches and dynamic models
   1. 2SLS for panel data
   2. Generalized method of moments (GMM)
   3. Arellano-Bond and Arellano-Bover Estimator
5. Non-linear panel data models for
   1. Binary responses
   2. Count data
   3. Ordered responses

Further information