Postgraduate Coursework Units of Study

ECMT6007 - Analysis of Panel Data

Semester 1, 2012  |  Credit Points: 6

Coordinator: Jian Hong

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

The information displayed above is indicative only as online information is subject to change without notice. The Faculty Handbook and the University of Sydney Calendar are the official legal source of information relating to study at the University of Sydney