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EC977: Panel Data Econometrics

  • Mark Stewart

    Module Leader
18 CATS - Department of Economics

Principal Aims

The module provides students with a thorough understanding of material needed for empirical quantitative analyses that use panel data. You will understand how to produce high quality empirical econometric analysis and also learn to interpret critically empirical results.

Principal Learning Outcomes

Subject Knowledge and Understanding: By the end of the module the students will have a thorough understanding of econometric issues involved in the analysis of panel data and will be able to conduct panel data analysis and interpret the results from these models. The teaching and learning methods that enable students to achieve this learning outcome are: Series of lectures and hands-on empirical exercises. The summative assessment methods that measure the achievement of this learning outcome are Examination and empirical assignments

Key Skills: Written communication skills in form of written summaries of empirical work. Numeracy skills in the conduct of the statistical exercises. IT skills in use of specialist statistical packages. The teaching and learning methods that enable students to achieve this learning outcome are: Series of lectures and hands-on empirical exercises. The summative assessment methods that measure the achievement of this learning outcome are: Examination and empirical assignments

Cognitive Skills: By the end of the module the students will have developed critical insight to appraise econometric results obtained by other researchers using panel data. They will also have developed the habit of thought, knowledge and understanding to be able to carry out good quality applied econometric research using panel data with confidence and authority. The teaching and learning methods that enable students to achieve this learning outcome are: lectures, topic specific readings, and discussions of journal articles in the lectures. Hands-on empirical exercises. The summative assessment methods that measure the achievement of this learning outcome are: Examination and empirical assignments

Subject Specific / Professional Skills: By the end of the module the students will have a deeper and broader knowledge and understanding of material needed for empirical quantitative analysis using panel data. The teaching and learning methods that enable students to achieve this learning outcome are: Series of lectures and hands-on empirical exercises. The summative assessment methods that measure the achievement of this learning outcome are: Examination and empirical assignments

Syllabus

Linear Static Models; Linear Dynamic Models; Non-linear Static and Dynamic Models including discrete choice and ordered response models; Issues of attrition and sample selection.

Context

Assessment

Assessment Method
Coursework (20%) + 2-hour examination (May) (80%)
Coursework Details
Coursework (20%), 2-hour examination (May) (80%)
Exam Timing
May

Exam Rubric

Time Allowed: 2 Hours

Read all instructions carefully- and read through the entire paper at least once before you start entering your answers.

There is ONE section in this paper. Answer TWO questions (50 marks each).

Approved pocket calculators are allowed.

You should not submit answers to more than the required number of questions. If you do, we will mark the questions in the order that they appear, up to the required number of questions in each section.

Previous exam papers can be found in the University’s past papers archive. Please note that previous exam papers may not have operated under the same exam rubric or assessment weightings as those for the current academic year. The content of past papers may also be different.

Reading Lists