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

Eligibility:
  • Open to all

Organiser: Malvina Marchese, Bayes (formerly Cass) Business School, City University of London

Contact: info@instats.org

Host institution: Instats

Panel Data Models and Methods with Stata with Malvina Marchese, Bayes (formerly Cass) Business School, City University of London https://dresa.org.au/events/panel-data-models-and-methods-with-stata-with-malvina-marchese-bayes-formerly-cass-business-school-city-university-of-london 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. 2025-07-15 00:00:00 UTC 2025-07-16 05:00:00 UTC Malvina Marchese, Bayes (formerly Cass) Business School, City University of London Instats info@instats.org [] [] [] open_to_all []