Pensum/Syllabus
Biørn, E: Econometric Analysis of Panel Data - An Introduction, Unipub Kompendier (No. 11024), 2009. Chapters 1, 2, 4, 6.1-6.2, 7.1-7.5, 8.1-8.5, 9, 10, 11.1-11.3, 12.1-12.4, 13.1, 13.2, 13.4.
Greene, W.H: Econometric Analysis, 6th ed., Prentice-Hall, 2008. Chapters 1-4, 8, 9.6-9.10, 13.5.1-13.5.2, 19.1-19.5, 20.1, 21.2.1-21.2.6, App. B7, B8, B9 [Corresponding chapters in 5th ed., Prentice-Hall, 2003: 1-4, 10, 13.7-13.10, 15.5.1-15.5.2,12.1-12.5,19.1, 20.2.1-20.2.6, App. B7, B8, B9].
Supplementary reading
Arellano, M & B. Honoré: Panel data models: Some recent developments, Chapter 53 in : Heckman, J.J. & E. Leamer (eds): Handbook of Econometrics, Volume 5. Elsevier, 2001.
Arellano, M: Panel Data Econometrics, Oxford University Press, 2003.
Baltagi, B.H: Econometrics Analysis of Panel Data, 4th ed. Willey, 2008.
Hsiao, C: Analysis of Panel Data, 2nd ed. Cambridge University Press, 2003.
Nerlove, M: The History of Panel Data Econometrics, 1861-1997, Chapter 1 in M. Nerlove: Essays in Panel Data Econometrics. Cambridge University Press, 2002.