Introduction to Applied Advanced Econometrics

Monday, September 27, 2021

Prof. Almut Balleer, 27 September to 01 Oktober 2021



This course introduces the econometric methods needed for the analysis of panel data and teaches the implementation application of these methods using the econometric software STATA. The goal of the course is both to be able to replicate and evaluate the output of applied academic articles and to design and conduct an empirical study.

Teaching Objectives

  • Understanding and applying advanced econometric methods designed for panel data.
  • Students learn to evaluate existing studies and to conduct their own empirical research.


  • There are no formal requirements for this course, but it will be assumed that all students are familiar with basic Statistics and Econometrics. There will be a short recap of the relevant parts of Statistics and Econometrics at the beginning of the course. In addition, the literature references below provide sources for preparatory reading on the principles of Econometrics.


  • Presentation of empirical project (part of dissertation or master thesis); alternatively presentation of assigned research article.
  • Applied class exercises (master students need to hand these in at the end of the week).


  • All Master's students who have already participated in the course "Microeconometrics“ by Professor Balleer cannot get credit for the module owing to major content overlaps. It is not possible to get credit for both courses.