Panel Data Models and Methods with Stata with Malvina Marchese, Bayes (formerly Cass) Business School, City University of London
https://instats.org/seminar/panel-data-models-and-methods-with-stata?utm_source=dresa
Description:
This seminar is designed to introduce you to the analysis of panel data, covering a mix of theory and hands-on applications. The seminar will introduce you to static and dynamic panel data models, offering an in-depth discussion of their use in practical applications and their estimation and interpretation under different ways of treating individual and time heterogeneity – differences in effects across people and over time.
Start: Tuesday, 15 July 2025 @ 00:00
End: Wednesday, 16 July 2025 @ 05:00
Timezone: Sydney
Learning Objectives:
Topics Covered
Pooled cross section and panel data , Causality in panel data , endogeneity and individual heterogeneiy , within and between variations , Statci panel data model , Pooled OLS estimator , Robust standard errors , Difference estimator , Random effect estimator , Fixed effect estimator , testing for serial correlation , why you cannot use fixed effect in a dynamic panel , instrumental variables , endogenity in dynamic panel models , testing for good instruments , Arellano Bond estimator , the Hansen test , the arellano bond test , the Husman test , The robust Hausman test , how to choose the best estimator for your model , inference in static panel models , Blundell Bover Bond estimator , Choosing the best model for your research data , system GMM
- Open to all
Organiser: Malvina Marchese, Bayes (formerly Cass) Business School, City University of London
Contact: info@instats.org
Host institution: Instats
