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The Italian Econometric Association (SIdE) organizes courses in econometrics for Ph.D. students. All courses are in English; they are open also to non-academic participants (banks, insurance and financial companies, economic research offices, etc.), master's students and new graduates who wish to continue in their studies.
For information and enrollment, please visit this page and search for Panel Data Econometrics: Theory and applications
Basic textbooks
Wooldridge J. M., 2020 Introductory Econometrics, a Modern Approach, 7th ed., Cengage, chs. 13 & 14.
Greene W. H. ( 2019) Econometric Analysis, Global Edition, Pearson, 8th Edition.
Advanced textbooks
Arellano, M. (2003) Panel Data Econometrics, Oxford University Press;
Baltagi B. H. (2021) Econometric Analysis of Panel Data, Springer Sixth Edition
Hsiao, C. (2014) Analysis of Panel Data, Cambridge University Press, third Edition.
Wooldridge Jeff M. (2010) Econometric Analysis of Cross-Section and Panel Data, Cambridge Mass.: MIT Press, ch. 10 and 11 (panel data), ch 7 (SUR).
Some more advanced books (from Greene's Slides)
Some examples of panel datasets.
Longitudinal data (large N and "short" T):
- Panel Study of Income Dynamics
- National Longitudinal Surveys
- British Household Panel Survey
- Survey of Industrial and Service Firms
- The Household, Income and Labour Dynamics in Australia
- Medical expenditure panel survey
- Bureau Van Dijk partly available at the DSE: follow this link
Cross section time series "long" T panel:
Huge panel data:
Some dynamic processes
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