Microeconometrics: Panel Data

Universität Basel, Spring 2025
Master in Wirtschaftswissenschaften, Phd in Business and Economics (GSBE)
Prof. Kurt Schmidheiny

General Information:

• Syllabus and Calendar
• Slides Introduction: 4up, 1up

Lecture Notes:

• Panel Data I - Fixed and Random Effects: 4up, 1up
• Elements of Matrix Algebra: 2up, 1up
• The Bootstrap: 2up, 1up

Additional References:

• Kurt Schmidheiny and Sebastian Siegloch (2023), On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization. Journal of Applied Econometrics, Forthcoming.
  > Doi: 10.1002/jae.2971, open access, online appendix
  > Data and code: Doi: 10.7910/DVN/LXMYV6 (Harvard Dataverse), Doi: 10.15456/jae.2023031.1844400605 (JAE Data Archive)

Data:

• Marius Brülhart, Jonathan Gruber, Matthias Krapf, and Kurt Schmidheiny (2022), "Behavioral Responses to Wealth Taxes: Evidence from Switzerland". American Economic Journal: Economic Policy 14(4), 111-50.
  > Doi: 10.1257/pol.20200258, open access, online appendix
  > Data: Stata 14, Stata 11, csv, variables.

Problem Sets:

• Problem Set 1: 2up, 1up. Discussed Feb 25, 2025.
  Code: R script, formatted result table.
• Problem Set 2: 2up, 1up. Discussed Mar 4, 2025.
  Code: R script.
• Problem Set 3: 2up, 1up. Discussed Mar 18, 2025.