An Introduction to Panel Data using Stata

An Introduction to Panel Data using Stata

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360,00 €
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2 Days
Online
Stata

Overview

Panel data econometrics has become a cornerstone in modern data analysis, offering researchers powerful tools to analyse longitudinal data. With the increasing availability of datasets that track units over time, there is a growing demand for robust methods to uncover insights. This two-day online course offers a comprehensive introduction to panel data analysis using Stata, covering both static and dynamic linear models with exogenous and endogenous variables.

Participants will gain a solid foundation in panel data econometrics, learn to navigate its methodologies, and apply practical techniques to real-world datasets through interactive hands-on sessions.

How It Works
What You’ll Learn
  • The strengths and challenges of panel data compared to cross-sectional and time series analysis.
  • How to estimate static panel models, including fixed and random effects, with robust inference techniques.
  • Advanced methods for dynamic panel models, including the Arellano-Bond and Blundell-Bond estimators.
  • Practical applications of panel data models, such as understanding bank risk-taking in Europe.
Why This Course?

This course offers the perfect blend of theoretical understanding and practical experience, designed for researchers and professionals seeking to elevate their panel data analysis skills. Sessions are structured to introduce key concepts, provide robust comparisons of methodologies, and ensure confidence in interpreting results.

Course Highlights
  • Comprehensive Coverage: From fundamental concepts to advanced dynamic models.
  • Practical Learning: Real-world case studies and hands-on exercises with Stata.
  • Expert Insights: Gain clarity on complex topics like endogeneity and serial correlation.
  • Interactive Format: Live Q&A sessions to address individual questions and challenges.
Who Should Attend?
  • This course is tailored for researchers, analysts, and academics working in fields like economics, social sciences, or finance. Familiarity with basic econometrics is helpful, but no prior experience with panel data methods or Stata is required.

Agenda

Day 1:

Session 1: Introduction to Panel data models
Session 2: Estimation in static panel models
Day 2:

Session 1
Session 2: Dynamic Panel Models

Prerequisites

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

Course Timetable

Subject to minor changes

Day

Morning Session

Afternoon Session

Day One

10am-12pm (London time)

1pm-3pm (London time)

Day Two

10am-12pm (London time)

1pm-3pm (London time)

Terms

  • 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.
  • 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.

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