ECON6031: Panel Econometrics and Data Analysis, Term II  2025-26

Textbooks

·     Florian Heiss and Daniel Brunner (2020). Using Python for Introductory Econometrics (UPfIE)

·       Jeffrey M. Wooldridge (2019). Introductory Econometrics: A Modern Approach, 7th Ed.  (Woo7)

(The data set in this book can be imported into Python and will be extensively used in the class)

Reference Books

·       Badi H. Baltagi (2021). Econometric Analysis of Panel Data, 6th Ed

·     William H. Greene (2012). Econometric Analysis, 7th Ed     (Appendix A - Matrix)

Python Scripts:  

UPfIE-downloads.zip:   coming with UPfIE, the book by Florian Heiss and Daniel Brunner (2020)

PEDA-downloads.zip:  for ECON6031 examples, in connection with the “Additional Data”

 

Additional Data

·     Car Price              

·     Motor Inn Data  (EX1-01.XLS,   EX1-01.TXT)        

·     World Happyness       

·     Education Expenditure (1960,   1970,   1975,   Combined)

·     Bank cost data (BankCost.csv;  BankCost_readme.txt)    

·     Gasoline data    

·     Statewide Capital Productivity data (productivitym.csv)

·     Cigarette demand data (readme,  text file,  excel file)

·     Return to Schooling Data (cornwell&ruppert.csv)