Robert M. Kunst: Teaching

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 semesters 2023 to 2025, it was fun, so I will be doing it again in spring 2026.

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 6/1/2026]

Course offered in the summer semester 2026

040256 KU Panel Data Econometrics (MA)

(4 hours per week, 8 ECTS)

Time and location:

Monday, 1:15pm-2:45pm, HS10

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

Starts: March 2, 2026

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 (static regression, 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 empirical 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).

News

News for panel course (040256 Panel Data Econometrics)

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.