Předmět Special Topics in Applied Econometrics (2ER721)

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Materiál	Typ	Datum	Počet stažení

Obsah

1.Linear Panel Models (dotace 10/0) a.Introductionb.The Pooled Modelc.Unobserved Effects Panel Data Models2.Non-Linear Panel Models (dotace 10/0) a.Introduction to Non-Linear Modelsb.The Probit Modelc.The Tobit Modeld.Panel Sample Selectione.Issues With Cross-Country Regressions3.Relaxing the Exogeneity Assumption (dotace 10/0) a.Panel GMMb.The Pooled Modelc.Selection of Instrumentsd.The Fixed Effects Modele.The Random Effects Modelf.Dynamic Panel Data4.Bias Correction Methods (dotace 12/0) a.Bias Correction in (Dynamic) Linear Panel Modelsb.Bias Correction in (Dynamic) Non-Linear Panel Modelsc.Bias Correction Methods for Panel Sample Selection

Získané způsobilosti

Upon successful completion of this course, students will be able to explain and work with:- Linear Panel Models - Non-Linear Panel Models - Relaxing the Exogeneity Assumption - Bias Correction Methods

Literatura

TypAutorNázevMísto vydáníNakladatelRokISBNZWOOLDRIDGE, J M.Econometric analysis of cross section and panel data.Cambridge:MIT Press, 2010.978-0-262-23258-6DAcemoglu, D. (2008): Introduction to Modern Economic Growth, Princeton University Press. DArellano, M. and J. Hahn (2006) Understanding Bias in Nonlinear Panel Models: Some Recent Developments, Invited Lecture, Econometric Society World Congress, London. DBinder, M. and M. Bluhm (2011): On the Conditional Effects of IMF Program Participation on Output Growth, CESifo Working Paper 3161. DBun, M. and M. Carree (2005): Bias-Corrected Estimation in Dynamic Panel Data Models, Journal of Business & Economic Statistics 23, 200-210. DCameron, A. and P. Trivedi (2005): Microeconometrics: Methods and Applications, Cambridge University Press. DDhaene, G. and K. Jochmans (2010): Split-panel jackknife estimation of fixed-effect models, MIMEO K.U. Leuven. DEveraert, G., Pozzi, L. (2007): Bootstrap based bias correction for homogeneous dynamic panels, Journal of Economic Dynamics and Control 31, 1160–1184. DFernández-Val, I. and F. Vella (2011): Bias corrections for two-step fixed effects panel data estimators, Journal of Econometrics 163. DGourieroux, C., P.C.B. Phillips and J. Yu (2010): Indirect Inference for Dynamic Panel Models, Journal of Econometrics 157. DHahn, J. and G. Kuersteiner (2002): Asymptotically unbiased inference for a dynamic model with fixed effects when both n and T are large, Econometrica 70, 1639–1657. DHahn, J. and G. Kuersteiner (2011): Bias reduction for dynamic nonlinear panel models with fixed effects, Econometric Theory. DHahn, J. and W. Newey (2004): Jackknife and analytical bias reduction for nonlinear panel models. Econometrica 72, 1295–1319. DHan, C. and P.C.B. Phillips (2010): GMM estimation for dynamic panels with fixed effects and strong instruments at unity, Econometric Theory 26. DKiviet, I. (1995): On bias, inconsistency and efficiency of various estimators in dynamic panel data models, Journal of Econometrics 68, 53–78. DLancaster, T. (2000): The incidental parameter problem since 1948, Journal of Econometrics 95 391-413. DPhillips, P.C.B. and D. Sul (2007): Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, Journal of Econometrics 137, 162-188.

Požadavky

žádné

Garant

doc. Ing. Anna Klosová, CSc.

Vyučující

doc. Ing. Anna Klosová, CSc.