ECMT6007 - Analysis of Panel Data

Semester 1, 2012  |  Credit Points: 6

Coordinator: Jian Hong
Phone: +61 2 9351 6943
Email: jian.hong@sydney.edu.au

Description

Recently, empirical research in economics, finance, marketing and accounting has been enriched by the increasing availability of new sources of data, known as panel data. A 'panel' refers to the pooling of observations on a cross section of households, countries, firms etc. over several time periods. Panel data sets possess several major advantages over conventional cross-sectional or time series data sets. This unit aims to offer a comprehensive treatment of the analysis of panel data, which will allow students to deal in a pragmatic way with fundamental issues, such as controlling for individual heterogeneity, reducing collinearity among regressors, addressing statistical hypotheses and identifying effects that are simply not detectable in pure cross-section or time series data.

Assessments

group assignment (20%), mid-semester test (30%) and 1x2hr final exam (50%)

Classes

1x2-hr lecture/week, 1x1-hr seminar/week

Prerequisites

ECMT5001

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