The Econometric Analysis of Panel Data short course focuses on hands-on experience in the estimation, interpretation and evaluation of economic relationships within a panel data context. The course covers various models for analysis, including static-linear, fixed- effects, least-squares dummy variables, one-way and two-way error components, and the pooling of slope and intercept coefficients. The course also gives you an in-depth look into hypothesis testing, problems of heteroscedasticity and autocorrelation, endogenous regressors, dynamic linear model specifications and panel time- series issues and estimation. You will also be able to put your skills to the test during practical evaluations and estimations of panel data.