Models with discrete dependent variables and applications of panel data methods in all fields of economics have become increasingly important. This course starts with a brief review of concepts previously carried out in other courses of the program and focuses afterwards mainly on the methodological and empirical issues concerning the analysis of cross section and panel data in the
specific context of economic models. Selected topics in time series analysis, especially topics of importance for the panel data analysis of dynamic models, will also be discussed. On satisfactory completion of this course, students will be provided with a number of sophisticated econometric tools which are of use in advanced empirical research or professional work.