Panel Data Econometrics: theory and applications
The Italian Econometric Association (SIdE) organizes courses in econometrics for Ph.D. students. All courses are in English; they are open also to non-academic participants (banks, insurance and financial companies, economic research offices, etc.), master's students and new graduates who wish to continue in their studies.
For information and enrollment, please visit this page and search for Panel Data Econometrics: Theory and applications
PREREQUISITEs & REFERENCE BOOKS
Wooldridge J. M., 2020 Introductory Econometrics, a Modern Approach, 7th ed., Cengage, chs. 13 & 14.
Greene William H. ( 2002) Econometric Analysis, Prentice Hall, 5th edition, ch. 13 (panel) and 14 (until section 14.2.3, SUR).
Wooldridge Jeff M. (2010) Econometric Analysis of Cross-Section and Panel Data, Cambridge Mass.: MIT Press, ch. 10 and 11 (panel data), ch 7 (SUR).
Specific papers will be presented during the lectures
Some more advanced books (from Greene's Slides)
Some examples of panel datasets.
Longitudinal data (large N and "short" T):
- Panel Study of Income Dynamics
- National Longitudinal Surveys
- British Household Panel Survey
- Survey of Industrial and Service Firms
- The Household, Income and Labour Dynamics in Australia
- Medical expenditure panel survey
- Bureau Van Dijk partly available at the DSE: follow this link
Cross section time series "long" T panel:
Huge panel data:
Some dynamic processes