Courses Master Display 2015-2016

Course Description To PDF
Course title Econometric Methods for Cross-sectional and Panel Data
Course code EBC4006
ECTS credits 6,5
Assessment Whole/Half Grades
Period Start End Mon Tue Wed Thu Fri
4 1-2-2016 1-4-2016 X X X
Level Advanced
Coordinator Denis de Crombrugghe
For more information:
Language of instruction English
Thorough understanding of the most frequently used econometric models and methods for the analysis of panel data, categorical choice and limited dependent variables.
Some practice in the application of the methods, the interpretation of the models, and the evaluation of inferences.
The experience of conducting a theoretical, experimental and/or empirical investigation of the methods.
The main topics of the course are (1) unobserved effects models for panel data, (2) probit and logit models for binary choice, (3) tobit and related censored regression models, (4) models dealing with sample selectivity, and (5) the estimation of average treatment effects (a.k.a. policy impact evaluation). Dynamic extensions of the models are considered when feasible. Estimation and testing methods are applied in a number of empirical assignments and their properties are investigated.
Cameron, A.C. and P.K. Trivedi (2005): Microeconometrics, Methods and Applications, Cambridge University Press 2005. ISBN 978-0521-84805-3.

Wooldridge, J.M. (2010): Econometric Analysis of Cross Section and Panel Data, Second Edition. MIT Press, Cambridge, MA, 2010, 2nd ed., ISBN 0-978-0-262-23258-6.

These references will be supplemented with a reading list of journal articles and book chapters.
- Calculus, matrix algebra, probability, mathematical statistics, asymptotic theory, linear statistical models.
- Familiarity with statistical software like Stata and Gauss or Matlab.
- Econometric methods at the level of Greene (2008) or Davidson & MacKinnon (2004), as in course Econometric Methods (EBC2111).
The course is intended for students in the Econometrics Master programme as well as others with a comparable background and motivation. FLUENCY IN MATRIX ALGEBRA AND IN ASYMPTOTIC THEORY is assumed.
An advanced level of English.
Teaching methods (indicative; course manual is definitive) Presentation / Lecture / Assignment / Groupwork
Assessment methods (indicative; course manual is definitive) Final Paper / Participation / Written Exam
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Master Business Research Free Electives
Master Business Research Track OR Free Electives
Master Econometrics and OR Econometrics
Master Econometrics and OR Econometrics & OR Electives
Master Economic and Financial Research Track Econometrics Electives
Master Economic and Financial Research Track Econometrics Track Econometrics Core Courses
Master Economic and Financial Research Electives
Master Financial Economics Electives
SBE Exchange Master Master Exchange Courses
SBE Non Degree Courses Master Courses