Econometrics of Cross Section and Panel Data – WiSe 2023/24

Lecturer: Prof. Dr. Thorsten Schank
ID Number: 6030 (Lecture), 6035 (Tutorial)
Contact Time: 2 SWS lecture and 2 SWS tutorial
Credit Points: 6 ECTS for students from the QDEM master's program

Tue, 16:15 - 17:45 (PC-Pool 00-275)

Wed, 16:15 - 17:45 (HS I / PC-Pool 00-275)

First Session: Tue, 07.11.2023
Language: English
Assessment: 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 exercises 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.