Brief Course Description
1. Course Title:
Econometric Analysis of Panel Data
2. Language of Instruction:
Vietnamese
3. Course Code:
MAT508125
4. Credits:
3
5. Course Objectives:
6. Brief Description of Course Content:
The Econometric Analysis of Panel Data course focuses on applied econometrics dealing with panel data. 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 begin with 'fixed', 'random', and 'mixed' effects. The basic model will be extended to dynamic models with recently developed GMM and instrumental variables methods. We will consider numerous applications from the literature, including static and dynamic panel data regression models.