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Panel Data Econometrics II (ECON727)

Course description

This is a subsequent course of Panel Data Econometrics I. We will focus on various special and advanced topics in panel data analysis. We first study factor models that can be used to handle both micro and large dimensional macro/financial data sets, one of the most popular ways to introduce strong cross-sectional dependence in the model and to extract information from a big data set. Next, we introduce spatial panel data models which use spatial weights as an alternative way to model weak cr...


Pre-requisites

Seminar Required

Graded, 0.5 Credit Units


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