31504

WiSe 19/20: Applied Time Series, Panel Data Analysis

Alexandra Nojkovic

Information for students

The class takes place from 04.11.2019 to 29.11.2019 each Monday, Wednesday, Thursday and Friday from 4 to 6 pm.

Additional information / Pre-requisites

The aim of the course is to equip students with a working knowledge of important econometric techniques currently popular for the analysis of time series and panel datasets. Course participants will get to know the most important econometric methods used for the analysis of time series and panel data in both research and applied work. While they will become familiar with the econometric theory, the focus will be on practical applications. Thanks to numerous examples and implementations using STATA, course participants will be well-equipped to conduct their own empirical project. close

Comments

In order to answer big macroeconomic questions of our time, we find that a lot of data is available as time series or panel data sets. Examples are time series of quarterly GDP, consumption and investment data, or annual inflation, output growth and exchange rate panel data sets on European Emerging Economies countries over the last decades. This course covers selected topics in time series and panel data analysis with an emphasis on empirical applications rather than the underlying statistical theory. In this course we will (i) study the econometric tools which are used to analyze such data and (ii) apply them to real world data with the help of the statistical software Stata. Each topic will begin with a survey of the relevant state of the art econometric methods followed by a discussion of their applicability to analyzing various economic questions. The course will be primarily based on a discussion of journal articles and working papers on European Emerging Economies with the help of the statistical software STATA. Considerable emphasis will be placed on the replication empirical results from published papers. close

12 Class schedule

Regular appointments

Tue, 16:00 - 19:00 12 Class schedule

Tue, 2019-11-05 16:00 - 19:00

Lecturers:
Prof. Aleksandra Nojkovic
Julia Zimmermann