Course description

This particular specialized course is about panel data models, which is increasingly useful in both micro- and macroeconomics from both theoretical and empirical perspectives. Topics covered include pooled OLS and GLS, linear unobserved effects panel data models (random vs fixed effects), nonlinear panel data models (limited dependent variables, count data, censored data, etc). The models studied in this course have numerous applications in economics, finance, marketing, management and related areas, whether in business or in government or in academic research. The main purpose of this course is to provide a comprehensive introduction of panel data methods and applications to students.

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