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London UK » Jun 2015 » Stata » Microeconomics » Panel Methods » Bookmark and Share

Panel Data Analysis Using Stata (II)

Delivered by:
Course Code:
Thursday, 4 - Friday, 5 June 2015
Cass Business School, City University London, UK (View map)
Econometrics & Statistics, Microeconomics, Panel Methods
Dr. Arnab Bhattacharjee, Heriot-Watt University (View profile)
Cass Business School, City University London Stata  Stata 13    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Agenda Prerequisites Testimonials Prices Registration Terms & Conditions  


Timberlake Consultants invite you to attend the following two day course to be held at Cass Business School, London, UK on 4-5 June 2015.

Panel data modelling provides a means to estimate and test relations when there are samples containing a time series of observations for a cross section of individuals, firms, markets, countries, etc. Panel data analysis has 2 main advantages over cross-sectional or time-series analysis:

  • Panel data analysis utilises more information (i.e. more degrees of freedom) and introduces more variability in the data and hence inference of model parameters can be more accurate;
  • Controlling for omitted / missing / unobserved factors. The growing availability of panel data has stimulated a rapid growth in both methodological approaches and applications during the last 20 years.

The course aims to provide participants with an in-depth background on panel data econometrics. Up-to-date treatment for a selection of major topics will be presented including endogeneity, serial correlation, stationarity and cointegration in addition to more traditional panel data techniques. All topics will be demonstrated with real life data in Stata 13.

This course targets practitioners and policy makers who are interested in gaining an in-depth knowledge of Panel Data techniques and learning how to use them in their current or future assignments.


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Learning Ratio

  • 50% practical and 50% theory.

Daily Timetable

(Subject to minor changes):

  • Arrival: 08:50
  • Session 1: 09:20 – 10:50
  • Tea/Coffee Break: 10:50 – 11:10
    Session 2: 11:10 – 12:40
  • Lunch Break: 12:40 – 13:40
  • Session 3: 13:40 – 15:10
  • Tea/Coffee Break: 15:10 – 15:30
  • Session 4: 15:30 – 17:00

Day 1

Session 1

  • Introduction to Stata;
  • Data organisation in Stata;
  • Time series operators and their use;
  • Creating and declaring panel dataset in Stata;
  • Balanced and unbalanced panels.

Session 2

  • Practical session.

Session 3

  • Fixed effects regressions: within-groups and first-differences methods;
  • Fixed effects regressions: least squares dummy variable approach;
  • Random effects regressions;
  • Fixed effects or random effects?

Session 4

  • Practical session.

Day 2

  • Learning ratio: 50% practical and 50% theory.

Session 1

  • Dynamic Panel data model;
  • Why is dynamics challenging?
  • System GMM estimation;
  • Anderson-Hsiao, Arrelano-Bond, Blundell-Bond estimators;
  • Specification tests;
  • Advanced modelling options.

Session 2

  • Practical session.

Session 3

  • Dynamic Heterogenous Slope Panel data models;
  • Challenges with slope heterogeneity;
  • Mean group and poled mean group estimators;
  • Cross section dependence;
  • Common correlated effects estimators.

Session 4

  • Panel unit root tests and co-integration.

Key Reading

  • Wooldridge, J.M., (2010). Econometric Analysis of Cross Section and Panel Data, 2nd Revised edition, The MIT Press.
  • Baltagi, B., (2008). Econometric Analysis of Panel Data, 4th Edition, John Wiley. (New edition will also be released soon).
  • Baum, C. F., (2006). An Introduction to Modern Econometrics using Stata, Stata Press.
    (Available in the Timberlake Bookshop)


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Good understanding of statistics and regression analysis and preferably work experience with econometrics. Familiarity with Stata fundamentals is highly advantageous.


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Feedback & Testimonials

Delegate feedback for courses is made available via our training associate profiles. Click here to view feedback from previous course sessions with Dr. Arnab Bhattacharjee.


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Cost (per participant):

Registration type Price (inc. VAT)
Commercial / Government £1,080.00 Purchase Training Button
Academic / Non-profit research £840.00 Purchase Training Button
Student registrations £360.00 Purchase Training Button
Click here for Pricing FAQs »
  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, we can also provide laptops free of charge to attending delegates).
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.

The number of delegates is restricted. Please register early to guarantee your place.


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We welcome delegates to find out more and register for the course by contacting our sales and training team either by email: training@timberlake.co.uk, phone: +44 (0) 20 8697 3377 or by filling out an online registration form.


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Terms & Conditions

For full Training Courses Terms & Conditions please click here.

Payment of course fees required prior to the course start date.

Registration closes 5-calendar days prior to the start of the course.

  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.


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