Information Package / Course Catalogue
Panel Data Analysis
Course Code: UEK518
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

Course Content

Name of Lecturer(s)
Assoc. Prof. Mehmet Metin DAM
Learning Outcomes
1.Students will be able to utilize econometric estimation and testing methods designed for the theoretical and applied analysis of panel data.
2.Students will be able to use, modify and develop econometric computer software (Eviews, STATA, etc.).
3.Students will be able to apply these methods in their independent academic studies.
4.
5.
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Introduction, Basic concepts
Week 2 - Theoretical
Review of econometric estimation methods (OLS, GLS, MLE, IV, GMM)
Week 3 - Theoretical
Econometric analysis and simulation using STATA
Week 4 - Theoretical
Continued
Week 5 - Theoretical
Linear panel data models: Fixed effects model, One-way and Two-way error components models
Week 6 - Theoretical
Linear panel data methods: Random effects model
Week 7 - Theoretical
Hypothesis tests and comparing estimation methods
Week 8 - Theoretical
Simultaneous equations systems and Error components models
Week 9 - Theoretical
Dynamic panel data methods, Arellano-Bond, Arellano-Bover and Blundell and Bover Estimators
Week 10 - Theoretical
Dynamic panel data methods, Arellano-Bond, Arellano-Bover and Blundell and Bover Estimators
Week 11 - Theoretical
Unbalanced panel data methods
Week 12 - Theoretical
Unbalanced panel data methods
Week 13 - Theoretical
Nonstationary panels, panel unit root tests, panel cointegration
Week 14 - Theoretical
Final
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory1463126
TOTAL WORKLOAD (hours)126
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
1
5
4
3
2
OÇ-2
3
4
3
2
1
OÇ-3
4
4
3
2
3
OÇ-4
5
2
2
3
4
OÇ-5
3
5
5
2
2
Adnan Menderes University - Information Package / Course Catalogue
2026