Information Package / Course Catalogue
Panel Data Econometrics
Course Code: İKP606
Course Type: Area Elective
Couse Group: Third Cycle (Doctorate Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

This lecture is designed according to recent econometric methods. Initially, it is started with the basics of statistics and econometrics which tool are required to understand how to set up a panel data. It is also examined unbalanced and balanced panel data methods, unobserved heterogeneity, cross sectional dependency, unit root tests in panel data, fixed and random effects models, gmm estimator use in panel data, static and dynamic panel data techniques.

Course Content

Setting up a panel data, estimation methods, tools for analyzing panel data, reporting of results.

Name of Lecturer(s)
Learning Outcomes
1.Makes use of certain tools of econometrics.
2.Determines the relationships of variables used and then runs estimations.
3.Follows recent econometric techniques
4.Provides and interprets the results
5.Making application with panel data
Recommended or Required Reading
1.Baltagi, B. (2008). Econometric analysis of panel data. John Wiley and Sons.
Weekly Detailed Course Contents
Week 1 - Theoretical
Hypothesis Testing, Significancy
Week 2 - Theoretical
Review of Econometrics
Week 3 - Theoretical
Setting up Panel Data
Week 4 - Theoretical
Static Models
Week 5 - Theoretical
Fixed and Random Effects
Week 6 - Theoretical
Fixed and Random Effects
Week 7 - Theoretical
Heteroskedasticity and Autocorrelation
Week 8 - Intermediate Exam
Midterm
Week 9 - Theoretical
Cross sectional dependency
Week 10 - Theoretical
Unit root testing
Week 11 - Theoretical
Postestimations
Week 12 - Theoretical
Dynamic panel data models
Week 13 - Theoretical
Dynamic panel data models
Week 14 - Theoretical
System gmm
Week 15 - Theoretical
Diference gmm
Week 16 - Final Exam
Final
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Individual Work141242
Midterm Examination1819
Final Examination19110
TOTAL WORKLOAD (hours)131
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
OÇ-1
3
5
5
5
4
4
4
OÇ-2
3
4
4
4
4
4
4
OÇ-3
3
4
4
4
4
4
4
OÇ-4
3
3
3
3
3
3
3
OÇ-5
4
4
4
4
4
4
4
Adnan Menderes University - Information Package / Course Catalogue
2026