Course description

This course in panel data econometrics, presented primarily from a microeconometrics perspective, will cover linear panel data models with unobserved heterogeneity, including discussions of the strengths and weakness of the various estimation methods. Basic estimation methods include random effects, fixed effects, and first differencing. Instrumental variables estimation of models without strictly exogenous explanatory variables will also be covered, including those that contain contemporaneously endogenous variables and those that contain lagged dependent variables. Estimation of linear models with heterogeneous trends and heterogeneous slopes will also be covered. Special considerations with unbalanced panels will be discussed, including how to test for sample selection and attrition bias. The statistical package Stata will be used to illustrate the methods during lectures and in obtaining hands-on experience during the lab work.


Distinguished Guest Speaker

Professor Jeffrey M. Wooldridge (Michigan State University, U.S.A.)

Participants

  • 1. Anastasia Aggelopoulou (Piraeus Bank)
  • 2. Kerri Agnew (Trinity College)
  • 3. Björn Thor Arnarson (Lund University)
  • 4. Vasileios Biskas (University of Macedonia)
  • 5. Tanja Broz (The Institutre of Economics, Zagreb)
  • 6. María Rosalía Vicente Cuervo (University of Oviedo)
  • 7. Harilaos Giannakidis (Piraeus Bank)
  • 8. Melissa Hidrobo (International Food Policy Research Institute)
  • 9. Mary Kaltenberg (UNU-MERIT)
  • 10. Roxani Karagiannis (University of Macedonia)
  • 11. Panagiotis Karavitis (University of Cyprus)
  • 12. Stefan Kirchweger (Universität für Bodenkultur Wien)
  • 13. Christina Koller (University of Hohenheim)
  • 16. Sławomir Kuźmar (Poznań Univeristy of Economics)
  • 17. Anne Lauringson (Estonian Unemployment Insurance Fund)
  • 18. Gintare Mazeikaite (UNU-MERIT)
  • 19. Dimitrios Meletis (Aristotle University of Thessaloniki)
  • 20. Maurizio Mussoni (University of Bologna)
  • 21. Dionysios Polychronopoulos (Piraeus Bank)
  • 22. Konstantinos Pouliakas (CEDEFOP)
  • 23. Filip Premik (Warsaw School of Economics)
  • 24. Mueid Al Raee (Maastricht University)
  • 25. Tomislav Ridzak (Croatian National Bank)
  • 26. Dimitra Rotsika (Piraeus Bank)
  • 27. Gerhard Rünstler (European Central Bank)
  • 28. Klaus Salhofer (Universitat fur Bodenkultur Wiem)
  • 29. Nunzia Francesca Saporito (University of Pisa)
  • 30. Cortnie Shupe (DIW Berlin)
  • 31. Amin Salimi Sofla (Umea University)
  • 32. Abrams Mbu Enow Tagem (University of Nottingham)
  • 33. Jeroen Van den Bosch (Catholic University in Leuven)
  • 34. Adam Zaremba (Saturn TFI S.A.)
  • 35. Vera Zipperer (DIW Berlin)

2015 Course Evaluation



On a scale of 1 to 10 (where “1” corresponds to “absolute dissatisfaction” and “10” corresponds to “absolute satisfaction”), how satisfied are you from:

Average
The teaching material (lecture notes)9.35
The interest of the topics covered in the Short Course9.19
The ability of the Short Course to improve your research standards9.00
The organization of the theoretical lectures (morning lectures)9.23
The organization of the practical sessions (computer lab)5.96
The communication with the teachers during the Short Course9.04
The communication with the organizers before the Short Course (by email)8.96
The communication with the organizers during the Short Course9.12
The information available at our website8.27

Sponsors

University Research Institute (Ε.Π.Ι. Πανεπιστημίου Μακεδονίας)Gutenberg Publishers
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