The Correlated Random Effects Approach to Panel Data Models

By 22nd January 2020 No Comments
Date: 21 -22 May 2020 (course: 1.5hrs x 2 for two days)
Venue: B/B/006, University of York

Symposium on Panel Data Econometrics with Professor Jeffrey M.Wooldridge

This short course will cover applications of correlated random effects (CRE) panel data models, starting with static, linear models and ending with non-linear models with endrogenous explanatory variables. Along the way we will discuss flexible parametric strategies suggested by recent nonparametric approaches. An important topic is combining CRE approaches with models containing endogenous explanatory variables. We will also cover CRE methods with unbalanced panel data


Professor Jeffrey M. Wooldridge

Distinguished Professor of Economics, Michigan State University

Jeffrey M. Wooldridge is University Distinguished Professor of Economics at Michigan State University where he has taught since 1991. From 1986 to 1991, Dr. Wooldridge was an Assistant Professor of Economics at the Massachusetts Institute of Technology. He received his bachelor of arts, with majors in computer science and economics, from the University of California, Berkeley in 1982, with high distinction in general scholarship. He received his doctorate in economics in 1986 from the University of California, San Diego.

Dr Wooldridge has published more than forty articles in internationally recognised journals, as well as several book chapters, including articles in the Handbook of Econometrics and the Handbook of Applied Econometris. He is the author of Introductory Econometrics: A Modern Approach (South-Western, 4e, 2009) and Econometrics Analysis of Cross Section and Panel Data (MIT Press, 2002).

For your participation to this event, registration by 30 April 2020 is mandatory. Please click the link below accordingly to proceed:

University of York participants

non-University of York participants*

* Participation fees apply, which includes coffees and a light lunch.