This is Robert's teaching page. I have retired from active service on September 30, 2022. My status as a Professorial Fellow implies that my teaching is now welcome but not mandatory. I am planning to offer courses from time to time. I was teaching in the summer semester 2023, it was fun, so I am doing it again in spring 2024. Last semester, I was teaching a course in Forecasting and Time Series at the Modul University.

This page serves as a reference page. It should contain course descriptions for all lecture courses at the University of Vienna, some links to older material, and announcements that serve as a means of communicating short-run changes.

 

[Latest update 23/4/2024]

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Course offered in the summer semester 2024

 

040256 KU Panel Data Econometrics (MA)

(4 hours per week, 8 ECTS)

 

 

Time and location:

Monday, 1:15pm-2:45pm, HS5

Wednesday, 1:15pm-2:45, HS7

 

Starts: March 4, 2024

 

The course introduces participants to the econometric methods that are currently used in analyzing panel data. It has the following main building blocks:

 

1.      Models for panel data (fixed and random effects, one-way and two-way, estimation)

2.      Tests (poolability, Hausman test, autocorrelation, heteroskedasticity)

3.      Dynamic panels (Nickell bias, instrumental variable estimation, generalized method of moments)

4.      Panel tests for unit roots, panel cointegration

 

Literature:

Baltagi, B.: Econometric Analysis of Panel Data

Hsiao, C.: Analysis of Panel Data

Croissant, Y., and Millo, G.: Panel Data Econometrics with R

 

Assessment is based on two components: two written tests (30% each) and an empirical project (40 %). The empirical project consists of writing a short paper, presenting own results and discussing the projects of fellow students. Dropping the course without a grade is possible on request (please contact me) before the first test. Passing the course requires both at least 50% of the maximum achievable points and attendance at the first written test.

Dates for all tests are convened in class. Possible time slots for such tests may be after Easter (midterm) and in early June (finals).

 

 

 


Course descriptions for past semesters can be accessed by links beneath this line:

 

Summer semester 2023

Summer semester 2022 Winter semester 2021

Summer semester 2021 Winter semester 2020

Summer semester 2020 Winter semester 2019

Summer semester 2019 Winter semester 2018

Summer semester 2018 Winter semester 2017

Summer semester 2017 Winter semester 2016

Summer semester 2016 Winter semester 2015

Summer semester 2015 Winter semester 2014

Winter semester 2013

Summer semester 2013 Winter semester 2012

Summer semester 2012 Winter semester 2011

Summer semester 2011 Winter semester 2010

Summer semester 2010 Winter semester 2009

Summer semester 2009

Summer semester 2008 Winter semester 2007

Summer semester 2007 Winter semester 2006

Summer semester 2006 Winter semester 2005

Summer semester 2005 Winter semester 2004

Summer semester 2004 Winter semester 2003

Summer semester 2003 Winter semester 2002


 

Since 2012, course grades do not appear on these pages, for reasons of data protection. Participants are always informed via e-mail.

 

Grades from the era before 2012 can be accessed here.

 



News

 

News for panel course (040256 Panel Data Econometrics)

 

       In the unit on March 4, we convened April 10 as the date for the first test

       The unit on March 6 had to close early, around 2:00pm, as the lecturer faced a clash of important commitments.

       26 participants attended the test on April 10. Our group now has 27 members who will receive a grade on the course.

       In the unit on April 22, we convened June 3 as the date for the second test.

 

 

General information for all courses


If you have any paper material for me (such as homework assignments or forms), please leave it with the administration or contact me directly. Never leave any material with other faculty.

 

In case you cannot attend a test (not an exam; there are special regulations for no-show at exams) for important reasons or you are unable to be present at any other dated event within a course, please give me notice via e-mail immediately. I expect such notifications to arrive within three days after the event that you missed.

 

 

 

Link to course material for SS 2023, for reference

 

Link to course material for SS 2022, for reference

 

Link to course material for WS 2021, for reference

 

Link to course material for SS 2021, for reference

 

Link to course material for WS 2020, for reference

 

Link to course material for SS 2020, for reference

 

Link to course material for WS 2019, for reference

 

Link to course material from SS 2019, for reference

 

Link to course material from WS 2018, for reference

 

Link to course material from SS 2018, for reference

 

Link to course material from WS 2017, for reference

 

Link to course material from SS 2017, for reference

 

Link to course material from WS 2016, for reference

 

Link to course material from SS 2016, for reference

 

Link to course material from WS 2015, for reference

 

Link to course material from SS 2015, for reference

 

Link to course material from WS 2014, for reference

 

Link to course material from SS 2013, for reference

 

Link to course material from WS 2012, for reference

 

Link to course material from SS 2012, for reference

 

Link to course material from WS 2011, for reference


Link to course material for past courses, for reference