Panel Data Analysis Course

Notes and Assignments of the graduate course "Panel Data Analysis of Microeconomic Decisions" at Tilburg University (2022).

Lecture Notes

Part I: Static & Dynamic Panel Data Models

1. Introduction to Panel Data
2. Fixed Effects Model
3. First-Differences Model
4. Random Effects Model
5. FE vs. RE: Hausman Test
6. Instrumental Variables for Panel Data
7. Dynamic Panel Data Models

Part II: Models with Limited Dependent Variables

1. Static Binary Choice Models
2. Dynamic Binary Choice Models
3. Static & Dynamic Tobit Models
4. Static Ordered Response Models
5. Static Count Data Models
6. Static Mixed Logit Models

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Assignments

• Assignment 1: Pooled OLS, Fixed Effects, Random Effects, First Differences, Arellano-Bond Estimator (Grade: 9.6/10).
• Assignment 2: Static and Dynamic Binary Choice Models, Static and Dynamic Tobit Models, Static Ordered Response Models, Quasi-Fixed Effects Model (Grade: 10/10).