Training Calendar

Panel Data Models in EViews

Online 2 days (19th March 2021 - 20th March 2021) EViews Intermediate, Introductory
Delivered by: Dr. Malvina Marchese
Panel Data, Panel methods
Course Timetable: 10am - 12pm & 2pm - 4pm (London time)

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.

Agenda

Day 1

  • Session 1: Panel versus Cross-sectional data, Describing and visualising panel data. The static panel model: Pooled and Population-averaged models.
  • Session 2: The static panel model: Fixed Effect, Within and Between estimators. The Random Effect Model, Comparing estimators by the Hausman Test.

Day 2

  • Session 1: Dynamic panel models model: the Arellano–Bond estimator, the Arellano Blundell–Bond estimator, low order MA errors.
  • Session 2: First and second generation panel unit root tests. Panel cointegration estimation and modelling.
  • Q&A session

Prerequisites

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

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.
  • 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.
  • 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.

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

  •  CommercialAcademicStudent
    2-Day pass (19/03/2021 - 20/03/2021)

All prices exclude VAT or local taxes where applicable.

* Required Fields

£0
Post your comment

Timberlake Consultants