This two-day course, taking place at Cass Business School, London, aims to provide participants with an in-depth background on panel data econometrics. Up-to-date treatment for a selection of major topics will be presented including endogeneity, serial correlation, stationarity and cointegration in addition to more traditional panel data techniques. All topics will be demonstrated with real life data in Stata.
This course targets 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.
Introduction to Panel Data
- Brief summary of Stata’s main commands
- Introduction to time series operators in Stata
- Working with panel data in Stata
- Summary of basic regression analysis
- Regression and causality
- Static panel data models
- Fixed effects regressions
- Random effects regressions
Dynamic Panel Data Models
- Dynamic panel data models
- Challenges of dynamic panel data models
- Instrumental-variable estimators
- Generalised method of moment
- The Arellano-Bond estimator
- The Arellano–Bover/Blundell–Bond estimator
- Misspecification Tests
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.
- 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 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.