The purpose of the Panel Data Econometrics course is to provide undergraduate students with a comprehensive understanding of econometric techniques specific to panel data, which combines cross-sectional and time series data. In addition, it is aimed to provide students with the ability to apply, estimate and interpret analyses based on panel data models.

Basic concepts of panel data econometrics and panel data estimation methods will be introduced. Diagnostic tests will be taught in order to choose between methods, so that students will be able to construct models and obtain estimation results. Deviations of model results from assumptions and correction methods are also among the primary contents of the course. Within the scope of panel data analysis, topics such as panel stationarity, panel cointegration, panel causality, panel VAR, panel ARDL will be covered.