DGPE PhD course: Panel Data

Lecturer: Professor Badi Baltagi, Syracuse University

2014.01.03 | Solveig Nygaard Sørensen

Date Tue 11 Mar Wed 12 Mar
Time 09:00    15:30
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2610, room S530

This course considers methodological and substantive issues concerning the analysis of panel data. It starts by reviewing basic panel data models emphasizing the benefits and limitations of panel data over time series or cross-section data. Basic estimation, testing and forecasting methods for random and fixed effects models are reviewed and illustrated with empirical applications using Stata and EViews. Next, problems of endogeneity in panel models are studied and panel instrumental variable estimation methods as well as Hausman type tests are reviewed and applied using empirical applications. Dynamic panel models are studied next and Generalized Method of Moments estimation as well as tests of over-identification restrictions are illustrated using empirical applications. Other topics that will be covered include the treatment of unbalanced panels, rotating panels, pseudo-panels, count panels, spatial panels, attrition, selection bias and limited dependent variable panel models. For large macro panels with a large number of countries observed over a long time series, we study issues of non-stationarity (panel unit root tests) and cointegration in panels and illustrate these methods using Stata and EViews.


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The course is free of charge for DGPE members from AU, KU, CBS, SDU, and Nordic universities. The course fee is EUR 200 for other participants.


Lecturer: Professor Badi Baltagi
Syracuse University
426 Eggers Hall
Syracuse, NY 13244-1020
Email: bbaltagi@maxwell.syr.edu

Administrative support: Solveig Nygaard Sørensen, sns@creates.au.dk

DGPE Courses