Panel data econometrics has developed rapidly over the last decades.
Longitudinal data – both with a large number of units tracked for a short period and with a relative small number of units for a long time - 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 econometrics with EViews, covering linear models with exogenous and endogenous variables, static and dynamic linear models. 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.
Each session briefly introduces the different methodologies, discussing strengths and weaknesses with a focus on the interpretation of the results. Hands-on sessions with many practical examples and exercises to discuss the different methodologies on panel data analysis.
By the end of the two-day on line course participants should be able to conduct their research in panel data with EViews 12 proficiently.
Basic knowledge of linear regression and time series of econometrics is assumed. An introductory level of EViews helps but is not necessary.
The number of delegates is restricted. Please register early to guarantee your place.