Training Calendar

Panel Data Econometrics - in collaboration with Lancaster University (online)

Online 2 days (28th January 2021 - 29th January 2021) Stata Intermediate, Introductory
Delivered by: Prof. Sébastien Laurent
Panel Data, Panel methods

Course Overview

Prof. Sébastien Laurent, Aix-Marseille University

Panel data econometrics has developed rapidly over the last decades.

Longitudinal data are more and more available to researchers and methods to analyse these data are in high demand from scholars from different fields.

The course offers a comprehensive overview on panel data methods with Stata, covering static and dynamic linear models.

Each session briefly introduces the different methodologies, discussing strengths and weaknesses with a focus on the interpretation of the results.

By the end of the two-day on-line course, participants should be able to prepare panel data for the analysis with Stata, choose the relevant model, get the parameter estimates and interpret the results.

Day 1

Session 1

Panel versus Cross-sectional data. Introduction to the concept of exogeneity. A first simple static panel model: the first difference model.

Session 2

More advanced static panel models: fixed effects models and Random effects models. Testing the relevance of random effects models in a robust way. Testing for heteroscedasticity and serial correlation in a panel context.

Day 2

Session 1

Introduction to dynamic panel data models and to the concept of Instrumental Variables.

Session 2

Estimation of dynamic panel models model: the Arellano–Bond estimator, the Arellano Blundell–Bond estimator.

Q&A Session


Basic knowledge of linear regression and time series of econometrics is assumed. An introductory level of STATA helps but is not necessary.

Terms and Conditions

  • 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.
  • 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.
  • Payment of course fees required prior to the course start date.
  • Registration closes 1 day 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.

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

  •  CommercialAcademicStudent
    TBC (10am-12pm & 2pm - 4pm GMT) (28/01/2021 - 29/01/2021)

All prices exclude VAT or local taxes where applicable.

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