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)

     Note:   Some chapters in this version are not available. Please refer to Version 2013 (5th ed).

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

·        Jeffrey M. Wooldridge (2013). Introductory Econometrics: A Modern Approach, 5th Ed.

 

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”

 

Course Project:

Instruction         Sample Project 1        Sample Project 2

 

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)