Information Package / Course Catalogue
Panel Data Analysis
Course Code: FEK517
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

Teach the students basic information about the panel data econometrics, to make analysis

Course Content

Introduction to Panel Data Econometry, First and Second Generation Panel Unit Root Tests, First and Second Generation Panel Cointegration Tests, First and Second Generation Panel Estimators,

Name of Lecturer(s)
Assoc. Prof. Tuğba AKIN
Learning Outcomes
1.Have a better understanding of econometric techniques, those used in with panel data.
2.Be practiced in analysing panel data using appropriate techniques
3.Be able to make oral presentations of panel data work
4.Have developed the ability to report applied panel data work in written form
5.To have knowledge about common computer software (STATA, Eviews, etc.)
Recommended or Required Reading
1.Baltagi, Badi, H. (2005), Econometric Analysis of Panel Data, 3rd Edition, Wiley, USA
Weekly Detailed Course Contents
Week 1 - Theoretical
Main concepts in oanel data analysis
Week 2 - Theoretical
Static Panel Data Modelling-1
Week 3 - Theoretical
Static Panel Data Modelling-2
Week 4 - Theoretical
Dynamic Panel Data Modelling
Week 5 - Theoretical
Dynamic Panel Data Modelling: Assignment Presentations/Readings
Week 6 - Theoretical
Heterogeneous Slope Models
Week 7 - Theoretical
Heterogeneous Slope Models: Assignment Presentations/Readings
Week 8 - Intermediate Exam
midterm exam
Week 9 - Theoretical
first generation panel unit root tests
Week 10 - Theoretical
second generation panel unit root tests
Week 11 - Theoretical
Panel Data Cointegration Models
Week 12 - Theoretical
Panel Data CointegrationModels: Assignment Presentations/Readings
Week 13 - Theoretical
first generation panel data estimators
Week 14 - Theoretical
second generation panel data estimators
Week 15 - Theoretical
Review
Week 16 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory144398
Midterm Examination110111
Final Examination114216
TOTAL WORKLOAD (hours)125
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
OÇ-1
4
4
4
3
5
5
4
1
2
OÇ-2
4
3
3
4
4
4
4
2
3
OÇ-3
3
3
4
3
4
5
4
2
3
OÇ-4
3
3
4
3
4
5
5
3
2
OÇ-5
2
3
4
5
2
3
4
3
3
Adnan Menderes University - Information Package / Course Catalogue
2026