Mail: jmuck [at] sgh.waw.pl
Useful Stata commands: [link]
The information about the retake exam session: [pdf] , chilean[.dta] , Gravity[.dta] .

Homework #1: [pdf] , [crime_subset.dta] .
Homework #2: [pdf] , [dataset.dta] .
Homework #3: [pdf] .

1. Introduction to Panel Data Econometrics
   Presentation [.pdf] ,
   Grunfeld dataset[.dta],
   Unemployment rate [.xlsx].
2. Fixed and Random effects models
   Presentation [.pdf],
   Link to NLS dataset [url],
   Stata do-file [.do].
   
3. Hausman test, between regression, testing linear hypotheses
   Presentation [.pdf],
4. Two-way error component model. Serial correlation. Heteroskedasiticty. Cross-sectional dependence
   Presentation [.pdf],
   hicp[.dta], hicp2[.dta].
5. Endogeneity. Instrumental variable. Hausman-Taylor estimator.
   Presentation [.pdf],
   
6. Dynamic Panel Data models.
   Presentation [.pdf]
7. Limited dependent variable and panel data.
   Presentation [.pdf]
8. Heterogenous panels.
   Presentation [.pdf],
   ImportPanel[.dta].