- Teacher: Chine Lazhar
- Teacher: Ghalem Ilham
This course, Econometrics 3, is a specialized continuation of your econometric training, focusing on advanced panel data analysis and dynamic modeling techniques using Stata software.
The course aims to provide students with both the theoretical foundations and practical skills needed to handle modern panel datasets where time and cross-sectional dimensions interact. We will cover methods for both static and dynamic panels, address challenges like heterogeneity, serial correlation, non-stationarity, and long-run relationships across units, and develop strong applied modeling skills.
Students will progressively move from classical pooled regressions and fixed/random effects estimation, toward more complex strategies like panel GLS corrections, dynamic panel GMM estimators, and heterogeneous panel models including Mean Group (MG) and Pooled Mean Group (PMG) estimators.
Hands-on coding exercises using Stata will accompany each topic to ensure real-world application of techniques.
The course aims to provide students with both the theoretical foundations and practical skills needed to handle modern panel datasets where time and cross-sectional dimensions interact. We will cover methods for both static and dynamic panels, address challenges like heterogeneity, serial correlation, non-stationarity, and long-run relationships across units, and develop strong applied modeling skills.
Students will progressively move from classical pooled regressions and fixed/random effects estimation, toward more complex strategies like panel GLS corrections, dynamic panel GMM estimators, and heterogeneous panel models including Mean Group (MG) and Pooled Mean Group (PMG) estimators.
Hands-on coding exercises using Stata will accompany each topic to ensure real-world application of techniques.
- Teacher: Ledhem Mohamed Ayoub