Training Calendar

Panel Data Models and Methods in EVews (Online Course)

Online Half day (6th April 2020 - 6th April 2020) EViews Intermediate, Introductory
Delivered by: Dr. Malvina Marchese, Cass Business School, City, University of London
Econometrics, Panel Data, Panel methods

Overview

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)

Agenda

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:

  • Panel and pools
  • Creating pools (pools objects and pools workfiles)
  • Working with pool data (statistic and analysis)
  • Pool data models and estimation (fixed effects, random effects, robust standard errors)
  • Post estimation diagnostic in pool data models
  • From pools to panels: choosing the best model for your research question
  • Working with panel data (trend, lag, samples, statistics)
  • Analysis of panel data (unit root tests, cointegration)
  • Panel data models and estimation (least squares, instrumental variables, GMM, dynamic GMM)
  • Panel estimation analysis (post estimation diagnostic tests and interpretation)

Learning Ratio

  • 80% practical / 20% theory

Principal texts for pre-course reading

  • Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Appendix C and Chapters 2 and 3)

Principal texts for post-course reading

  • Adkins L.C , Hill R.C Using EViews for principle of Econometrics (Chapters 9, 12, 13, 14)

Prerequisites

  • Basic knowledge of regression modelling and introductory time series is desirable
  • Basic knowledge of EViews is helpful but not required.

Terms & 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.
  • Cost includes course materials that will be posted to you prior to the start of the course.
  • 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.
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All prices exclude VAT or local taxes where applicable.

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