Training Calendar

Panel Data Analysis using Stata

Cass Business School 2 days (26th March 2020 - 27th March 2020) Stata Intermediate
Econometrics, Microeconometrics, Microeconomics, Panel Data

Overview

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 methods with Stata, covering linear models with exogenous and endogenous variables, dynamic linear models, and some nonlinear models.

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 course participants should be able to prepare panel data for the analysis with Stata, choose the relevant model and get the parameter estimates.

Course Agenda

Day 1 - Introduction to Panel Data

Session 1

  • Panel versus Cross-sectional data
  • Describing and visualising panel data

Session 2

  • Introducing the linear panel model
  • Pooled and Population-averaged models

Session 3

  • Fixed Effect, Within and Between estimators

Session 4

  • Random Effect Model
  • Comparing estimators, Hausman Test

Day 2 - Dynamic Panel Data

Session 5

  • Probit, Logit and Poisson models for categorical outcomes

Session 6

  • Instrumental Variables (IV) regression
  • Hausman–Taylor Models
  • Extended Regression Models (ERMs)

Session 7

  • DPD model: the Arellano–Bond estimator

Session 8

  • DPD model: the Arellano–Bover / Blundell–Bond estimator
  • Low-order MA errors
  • Tests
h3 id="Daily">Daily Timetable (subject to minor changes)
TimeSession / Description
08:30-09:00 Arrival and Registration
09:00-10:45 Session 1
10:45-11:00 Break
11:00-12:30 Session 2
12:30-13:30 Lunch
13:30-15:15 Session 3
15:15-15:30 Break
15:30-17:15 Session 4

Prerequisites

The course is designed for academic staff, including master/PhD students, who have a basic knowledge of statistics/econometrics and Stata.

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. Contact us for more information.
  • Cost includes all course materials, lunch and refreshments.
  • Temporary, time limited licences for the software(s) used in the course will be provided. You are required to install the software provided prior to the start of the course. Alternatively, laptops can be hired for a fee of £12.00 (including VAT) per day.
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of registration.
  • Full payment of course fees is required prior to the course start date to guarantee your place.
  • Registration closes 5-calendar days prior to the start of the course.

Cancellations or changes to your registration

  • 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 seats available is restricted. Please register early to guarantee your place.

  •  CommercialAcademicStudent
    2-Day pass (26/03/2020 - 27/03/2020)

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