Statistics and Econometrics 1: Econometric Analysis of Cross Section and Panel Data – SS 2020

Lecturer: Prof. Dr.Thorsten Schank
ID Number: 3210 (Lecture), 3215 (Tutorial)
Contact Time: 2 SWS lecture and 2 SWS tutorial
Credits: 6 ECTS for Master students
Tue,  10:15 – 11:45, Online
Wed, 16:15 – 17:45, Online

Please note that the course starts with a Stata introduction organized by Dr. Constantin Weiser. Since Stata is an essential part of the course, it is important that students actively take part in the Stata introduction which consists of the following bits:

  • kickoff video (available from 21. April)
  • self-study material
  • online consultation via ILIAS-forum and e-mail on April 22/23 (10:00-16:00)
  • students are obliged to submit a homework via ILIAS-quiz until 23. April, 18:00
  • presentation of the solution and outlook via video (available from 24. April)

The material can be downloaded from

If any technical problem occurs, please write an e-mail to (subject: Stata-Course)

The regular course starts the week thereafter with videos (available on ILIAS) and with video-conferences scheduled at the times mentioned above. More detailed information (like the tool for video-conferences) will be available soon.

Language: English
Grade: Written exam



This course aims to provide the participants with a profound understanding of econometric methods and tools with a particular focus on applied econometrics. We will follow a two-pillar concept by combining methodological lectures with empirical examples in the computer lab, using the software tool Stata. We will begin by reviewing some basic principles of econometrics and move on to the linear regression methodology, panel data sets and specification issues.


Part 1: Principles of Econometrics
Part 2: Linear Regression
Part 3: Panel Data
Part 4: Specification Issues


Wooldridge (2013), Introductory econometrics.
Stock and Watson (2011), Introduction to econometrics.
Kohler and Kreuter (2012), Data Analysis Using Stata.

Further Readings

Wooldridge (2010), Econometric analysis of cross section and panel data.
Greene (2011), Econometric Analysis.

Download Area

Class material and handouts will be downloadable from the e-learning platform ILIAS.