Information Package & Course Catalogue
| 1 | Course Title: | PANEL DATA ANALYSIS |
| 2 | Course Code: | EKO6142 |
| 3 | Type of Course: | Compulsory |
| 4 | Level of Course: | Third Cycle |
| 5 | Year of Study: | 1 |
| 6 | Semester: | 2 |
| 7 | ECTS Credits Allocated: | 5 |
| 8 | Theoretical (hour/week): | 3 |
| 9 | Practice (hour/week) : | 0 |
| 10 | Laboratory (hour/week) : | 0 |
| 11 | Prerequisites: | |
| 12 | Recommended optional programme components: | None |
| 13 | Language: | Turkish |
| 14 | Mode of Delivery: | Face to face |
| 15 | Course Coordinator: | Prof. Dr. Mehmet Çınar |
| 16 | Course Lecturers: | |
| 17 | Contactinformation of the Course Coordinator: |
mcinar@uludag.edu.tr Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Görükle Kampüsü 16059 Nilüfer / Bursa |
| 18 | Website: | |
| 19 | Objective of the Course: | Explaining basic subjects and current developments in panel data analysis and applying panel data analysis methods |
| 20 | Contribution of the Course to Professional Development | To be able to study in applied area using these techniques with economic series. |
| 21 | Learning Outcomes: |
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| 22 | Course Content: |
| Week | Theoretical | Practical |
| 1 | One way error component model | |
| 2 | Two way error component model | |
| 3 | Panel Unit Root Tests | |
| 4 | Panel Unit Root Tests | |
| 5 | Panel Unit Root Tests with structural breaks | |
| 6 | Panel Cointegration Tests | |
| 7 | Panel Cointegration Tests | |
| 8 | Panel Cointegration Tests with structural breaks | |
| 9 | Panel Cointegration Vector Estimators ( Panel fmols) | |
| 10 | Panel Cointegration Vector Estimators ( Panel dols) | |
| 11 | Panel Cointegration Vector Estimators ( Panel DSUR) | |
| 12 | Panel Cointegration Vector Estimators ( Panel CCE) | |
| 13 | Panel Cointegration Vector Estimators ( Panel AMG) | |
| 14 | Panel Cointegration Vector Estimators ( Panel AMG) |
| 23 | Textbooks, References and/or Other Materials: |
Panel Veri Ekonometrisi: Stata ve EViews Uygulamalı ÇINAR M. Ekin Basım Yayın, Bursa, 2021 1-6 Üniteler Için : Econometrıc Analysıs Of Panel Data Badı Baltagı Fourth Edıtıon Makaleler M. Hashem Pesaran, A Simple Panel Unıt Root Test In The Presence Of Cross-Sectıon Dependence Journal Of Applied Econometrıcs, J. Appl. Econ. 22: 265–312 (2007) Pesaran, M. H. (2004). General Diagnostic Tests For Cross Section Dependence In Panels. Cesifo Working Papers No.1233, 255–60. M Hashem Pesaran, Aman Ullah† And Takashı Yamagata A Bias-Adjusted Lm Test Of Error Cross-Section Independence Econometrics Journal (2008), Volume 11, Pp. 105–127. Kaddour Hadri Eiji Kurozumi A Simple Panel Stationarity Test In The Presence Of Serial Correlation And A Common Factor Economics Letters 115 (2012) 31–34 Josep Llu´Is Carrion-I-Silvestre, Tom´As Del Barrio-Castro And Enrique L ´Opez-Bazo Breaking The Panels: An Application To The Gdp Per Capita Econometrics Journal (2005), Volume 8, Pp. 159–175. J Westerlund , Testing For Error Correction In Panel Data Oxford Bulletin Of Economics And Statistics, 69, 6 (2007) J Westerlund Panel Cointegration Tests Of The Fisher Effect Journal Of Applied Econometrics J. Appl. Econ. 23: 193–233 (2008) Joakim Westerlund David L. Edgerton A Panel Bootstrap Cointegration Test Economics Letters 97 (2007) 185–190 Pesaran, M. H., Shin, Y. And Smith, R. J. (1999), Pooled Mean Group Estimation Of Dynamic Heterogeneous Panels, Journal Of The American Statistical Association, 94: 621–34. Nelson C. Mark Masao Ogaki And Donggyu Sul Dynamic Seemingly Unrelated Cointegrating Regressions Review Of Economic Studies (2005) 72, 797–820 Nelson C. Mark And Donggyu Sul Cointegration Vector Estimation By Panel Dols And Long-Run Money Demand Oxford Bulletin Of Economics And Statistics, 65, 5 (2003) M. Hashem Pesaran Estimation And Inference In Large Heterogeneous Panels With A Multifactor Error Structure Econometrica, Vol. 74, No. 4 (Jul., 2006), Pp. 967-1012 Peter Pedroni Fully Modified Ols For Heterogeneous Cointegrated Panels Nonstationary Panels, Panel Cointegration And Dynamic Panels, Volume 15, Pages 93–130. |
| 24 | Assesment |
| TERM LEARNING ACTIVITIES | NUMBER | PERCENT |
| Midterm Exam | 0 | 0 |
| Quiz | 0 | 0 |
| Homeworks, Performances | 0 | 0 |
| Final Exam | 1 | 100 |
| Total | 1 | 100 |
| Contribution of Term (Year) Learning Activities to Success Grade | 0 | |
| Contribution of Final Exam to Success Grade | 100 | |
| Total | 100 | |
| Measurement and Evaluation Techniques Used in the Course | In addition to the assigned homework, the success of the student is evaluated with the classic final exam. | |
| Information | This course is evaluated with an absolute evaluation system. | |
| 25 | ECTS / WORK LOAD TABLE |
| Activites | NUMBER | TIME [Hour] | Total WorkLoad [Hour] |
| Theoretical | 14 | 3 | 42 |
| Practicals/Labs | 0 | 0 | 0 |
| Self Study and Preparation | 0 | 0 | 0 |
| Homeworks, Performances | 0 | 15 | 30 |
| Projects | 0 | 0 | 0 |
| Field Studies | 0 | 0 | 0 |
| Midtermexams | 0 | 0 | 0 |
| Others | 0 | 0 | 0 |
| Final Exams | 1 | 80 | 80 |
| Total WorkLoad | 152 | ||
| Total workload/ 30 hr | 5,07 | ||
| ECTS Credit of the Course | 5 |
| 26 | CONTRIBUTION OF LEARNING OUTCOMES TO PROGRAMME QUALIFICATIONS | ||||||||||||||||||||||||||||||||||||||||||||||||
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| LO: Learning Objectives | PQ: Program Qualifications |
| Contribution Level: | 1 Very Low | 2 Low | 3 Medium | 4 High | 5 Very High |