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Methodnex

Panel Data Econometrics

Choose, estimate and defend panel models for firms, countries or people over time.

Proposed outline

Econometrics & Forecasting, Advanced

What you will be able to do

  • Choose between pooled, fixed-effects and random-effects models.
  • Test for and correct heteroskedasticity, serial correlation and cross-sectional dependence.
  • Estimate dynamic panels and understand instrument choice.
  • Interpret and report results for a journal audience.

Syllabus

  1. 1

    Panel structures

    Balanced and unbalanced panels and data preparation.

  2. 2

    Fixed and random effects

    Within and between variation and the Hausman test.

  3. 3

    Diagnostics and robust inference

    Clustered errors and tests for dependence.

  4. 4

    Dynamic panels

    Difference and system GMM, and instrument proliferation.

  5. 5

    Causal designs with panels

    Difference-in-differences and event studies.

  6. 6

    Applied workshop

    Participants estimate and present a model.

Who it is for
Doctoral candidates and researchers in economics, finance and management.
Prerequisites
Multiple regression.
Software
Stata or R.
Certificate
A certificate of completion for participants who meet the attendance and assessment criteria. It is not a university credit or an accredited qualification.
Cancellation
The refund and cancellation terms are published before registration opens.

Part of these learning paths

Frequently asked questions

When do courses start?

Dates are not set yet. Register your interest and we will email you when a cohort is scheduled.

Will I receive a certificate?

Participants who meet the attendance and assessment criteria receive a certificate of completion. It is not a university credit or an accredited qualification.

Can my institution book a private course?

Yes. Any course can be adapted for a department or team. Use the institutional request form.

What language are courses taught in?

Each course page states its language. Most are planned in Arabic or English, depending on the cohort.

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