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| Unit | INSTITUTE OF SOCIAL SCIENCES |
| ECONOMETRICS (PhD) | |
| Code | IEM1806 |
| Name | Panel Data Analysis II |
| Term | 2024-2025 Academic Year |
| Term | Fall and Spring |
| Duration (T+A) | 4-0 (T-A) (17 Week) |
| ECTS | 8 ECTS |
| National Credit | 4 National Credit |
| Teaching Language | Türkçe |
| Level | Doktora Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. KENAN LOPCU |
| Course Instructor |
The current term course schedule has not been prepared yet.
|
Course Goal / Objective
It is aimed that the students have learned the basics of the Panel Data Analysis method and that they can use these methods for economic problems.
Course Content
This course comprehensively addresses the theoretical and practical aspects of panel data models. It primarily covers the structure of panel data, estimation methods for fixed and random effects models. Additionally, models with discrete, limited, and censored dependent variables (probit, logit, Tobit) are detailed. It includes testing assumptions and applications of robust estimators in cases of deviations from these assumptions.
Course Precondition
No prerequisites
Resources
Raj, B., & Baltagi, B. H. (Eds.). (2012). Panel data analysis. Springer Science & Business Media. Baltagi, B. H., & Baltagi, B. H. (2008). Econometric analysis of panel data (Vol. 4). Chichester: John Wiley & Sons. Tatoğlu, F. Y. (2012). İleri panel veri analizi: Stata uygulamalı. İstanbul: Beta Yayınları..
Notes
Related Articles and data sets
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Explain the fundamental aspects of the Panel Data Analaysis |
| LO02 | Estimates basic panel data models |
| LO03 | Students explain basic panel econometric methods related to discrete and limited dependent variables. |
| LO04 | Estimates basic panel models of discrete dependent variables |
| LO05 | Interpret estimated panel data models economically. |
| LO06 | Estimates basic panel models of limited dependent variables |
| LO07 | Censored panel data estimates models of dependent variables |
| LO08 | Estimates panel multinomial models |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Identify an econometric problem and propose a new solution to it | 3 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Develops new knowledge using current concepts in Econometrics, Statistics and Operations Research | 2 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Explain for what purpose and how econometric methods are applied to other fields and disciplines | 3 |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Using her knowledge, brings original solutions to problems in Economics, Business Administration and other social sciences | 3 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Creates a new model using mathematics, statistics and econometrics knowledge to solve the problem encountered | 4 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Interprets the results obtained from the most appropriate method to predict the model | 4 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Performs conceptual analysis to develop solutions to problems | 3 |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Collects data on purpose | 4 |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Synthesizes the information obtained by using different sources within the framework of academic rules in a field of research | 3 |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Presents analysis results conveniently | 4 |
| PLO11 | Beceriler - Bilişsel, Uygulamalı | Converts its findings into a master's thesis or a professional report in Turkish or a foreign language | |
| PLO12 | Beceriler - Bilişsel, Uygulamalı | It researches current approaches and methods to solve the problems it encounters and proposes new solutions | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Develops long-term plans and strategies using econometric and statistical methods | 2 |
| PLO14 | Beceriler - Bilişsel, Uygulamalı | Uses a package program/writes a new code for Econometrics, Statistics, and Operation Research | 4 |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs self-study using knowledge of Econometrics, Statistics and Operations to solve a problem | |
| PLO16 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads the team by taking responsibility | |
| PLO17 | Yetkinlikler - Öğrenme Yetkinliği | Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in the field of study | 3 |
| PLO18 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | 3 |
| PLO19 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Interprets the feelings, thoughts and behaviors of the related persons correctly/expresses himself/herself correctly in written and verbal form | 3 |
| PLO20 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values | |
| PLO21 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on economic and social events by following current issues | 3 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Basic concepts of discrete and bounded dependent variable models 1 | Reading the relevant sections from the source books on basic concepts related to Discrete and Limited Dependent Variable models | Öğretim Yöntemleri: Anlatım |
| 2 | Basic concepts of discrete and bounded dependent variable models 2 | Reading the relevant section from the source books on basic concepts related to Discrete and Limited Dependent Variable models | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 3 | Basic concepts of censored models | Reading the relevant section from the source books on basic concepts related to censored models | Öğretim Yöntemleri: Anlatım, Tartışma |
| 4 | Panel Logit Model | Reading the relevant section from the source books on Panel Logit Model | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 5 | Estimation of Panel Logit Model | Reading the relevant section from the source books on Estimation of Panel Logit Model and Problem Set | Öğretim Yöntemleri: Anlatım, Gösterip Yaptırma |
| 6 | Panel Probit Model | Reading the relevant section from the source books on Panel Probit Model | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Soru-Cevap |
| 7 | Estimation of the Panel Probit Model | Reading the relevant section from the source books on Estimation of Panel Probit Model and Problem set | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Problem Çözme |
| 8 | Mid-term exam | reviewing the topics | Ölçme Yöntemleri: Yazılı Sınav, Ödev |
| 9 | Panel Data Discrete Regression Model | Reading the relevant section from the source books on Panel Data Discrete Regression Model | Öğretim Yöntemleri: Anlatım, Gösterip Yaptırma |
| 10 | Panel Tobit Model | Reading the relevant section from the source books on the Panel Tobit Model | Öğretim Yöntemleri: Anlatım, Tartışma |
| 11 | Estimation of the Panel Tobit Model | Panel Tobit Modelinin Tahmini ile ilgili kaynak kitaplardan ilgili bölümü okuma and problem set | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Problem Çözme |
| 12 | Panel Count Models | Reading the relevant section from the source books on Panel Count Models | Öğretim Yöntemleri: Anlatım, Tartışma |
| 13 | Estimation of Panel Count Models | Reading the relevant section from the source books on Estimation of Panel Counting Models and dataset research | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 14 | Panel Multinomial Models | Reading the relevant section from the source books on Panel Multi-State Models | Öğretim Yöntemleri: Anlatım, Tartışma |
| 15 | Estimation of Panel Multinomial Models | Reading the relevant section from the source books on Estimation of Panel Multi-State Models | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Proje Temelli Öğrenme |
| 16 | Final homework | general repetition and data set finding(Düzenlendi)Orijinali geri yükle | Ölçme Yöntemleri: Ödev |
| 17 | Final exam | reviewing the topics | Ölçme Yöntemleri: Ödev, Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 4 | 56 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 8 | 112 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 2 | 4 | 8 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 12 | 12 |
| Final Exam | 1 | 24 | 24 |
| Total Workload (Hour) | 212 | ||
| Total Workload / 25 (h) | 8,48 | ||
| ECTS | 8 ECTS | ||