Our online Panel Data Econometrics with EViews course provides a complete introduction to Panel Data econometrics. All the traditional static and dynamic econometric techniques are discussed (fixed effect, random effect, GMM, GLS) together with some more advanced topics, such as serial correlation, stationarity and cointegration. The focus of the course is applied and all the topics are demonstrated in EViews using micro and macro panel data sets.
The course targets researchers, 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.
The course runs from 13.00 - 16.00 (UK Time) / 17:00 - 20:00 (UAE Time)
The course provides a comprehensive introduction to panel data econometrics in EViews, a powerful and user friendly econometric software. Taking a “learning-by-doing” approach, we aim to present the most relevant static and dynamic panel data models and related estimation methods (such as fixed effect, random effect GLS, GMM) employing plenty of examples and a constant stream of challenging exercises. The course specifically focuses on application of traditional panel techniques to micro and macro panel data set.
Participants leave with the know-how on a wide range of models and the ability to identify which one to use for a specific research or policy question. Some more advanced topics, including serial correlation, cointegration and stationarity, are illustrated according to the need of the participants.
The course is intentionally flexible. The agenda emerges dynamically and depends on the group’s prior background and knowledge of EViews. By the end of the course, all participants will feel comfortable with the following tasks: