Panel Data Modelling

• You may find program and teaching materials at
• Single Equation Model: Chapter 4 [till § 4.2.3 (included)]
• Panel Data with unobserved heterogeneity over time: Chapter 10 [till § 10.7.2 (included)]
• Nonlinearities and Conditional Expectations: Translogarithmic and Fourier Functional Form flexible functions, an application to the Operative Cost function for firms (to complete equation 2.12, section § 7.7.3, and the R code and exercise)

Argomenti del programma: Panel Data Modeling, program and references. You may find program and teaching materials at https://elearning.uniroma1.it 6 (and 9) CFU Class Textbook: Wooldridge Econometric Analysis of Cross Section and Panel Data (2002) - Introduction, Conditional Expectations, Linear Projections and nonlinearities for Cross-Section and Panel Data: Chapters 1, 2 (with Appendices), 3, - Single Equation Model: Chapter 4 [till §…

• You may find program and teaching materials at
• Single Equation Model: Chapter 4 [till § 4.2.3 (included)]
• Panel Data with unobserved heterogeneity over time: Chapter 10 [till § 10.7.2 (included)]
• Nonlinearities and Conditional Expectations: Translogarithmic and Fourier Functional Form flexible functions, an application to the Operative Cost function for firms (to complete equation 2.12, section § 7.7.3, and the R code and exercise)

Argomenti del programma: Program (9 C.F.U., 72 hours, 6 C.F.U. 48 hours will cover same arguments but with lower degree of details) Lessons spread on five main blocks. Every lesson will be briefly described from time to time on-line on the website “elearning2 Sapienza” also by uploading the accessory material used. Part 1. Estimation methods: Panel Data Analysis Part 2.