|
Dynamic Panel Models and Non-linear Panel Data Models
Instructor: Sergi Jiménez-Martín
This course provides up-to-date coverage of dynamic panel data models, discrete choice panel data models as well as censored panel data models and the estimation of dynamic panel data models subject to selection. Apart from a review of relevant theory, the focus of the course is on the practical application of these models to various data contexts: large T –small N; small T – large N, unbalanced panels, rotating panels and pseudo panels constructed from cohort data.
Practical sessions provide the audience with a guide about how to proceed with these models, in particular, in how to phrase the restrictions and contrasts for an adequate specification of the model to be estimated. We solve most of the examples with STATA, although, when necessary, we’ll use other statistical packages such as GAUSS.
Outline
1. Dynamic linear Panel data models.
2. Discrete choice panel data models.
3. Sample selection in panel data models
4. Censored panel data models Sergi Jiménez-Martín is an Associate Professor at the Universitat Pompeu Fabra and Affiliated Professor at the Barcelona GSE. He received his PhD. from the Universitat Pompeu Fabra in 1994. He is currently Chair of the FEDEA-La Caixa Economía de la Salud y Hábitos de Vida. He has also been a member of the Scientific Committee of the IIPF Conference (Maastricht) and the XXXII Simposio de Análisis Económico (SAE). | 
RSS