Longitudinal Data Analysis I

Course Number: 
45400
This course acquaints students with the basic tools for analyzing panel and longitudinal data on individual event histories and life cycle trajectories. Students will become acquainted with the wealth of panel and longitudinal data, the basic methods for analyzing these data, and relevant analysis program and software tools. The topics covered include: basic demographic analysis; single state and multi-state duration analysis for discrete time and continuous time models; issues of sampling frames; panel data econometric methods (random effects and fixed effects and their generalizations for general forms of heterogeneity); the analysis of treatment effects and econometric policy evaluation including propensity score matching and new extensions; and dynamic discrete choice. Methods for computation and hands-on experience will be stressed. Credit for the course will be based on empirical projects. The pace of coverage will be dictated by student interest and research questions. The course will operate as a weekly seminar with lectures and interaction.
Cross Listing: 
ECON 41901