Germany, Frankfurt am Main

Dynamic Panel Data Analysis Using Stata

when 2 December 2019 - 4 December 2019
language English
duration 1 week
fee EUR 735

Dynamic models are of interest in a wide range of economics, financial social and medical models. Consequently, dynamic panel data analysis has become increasingly popular due to its ability to take into account both short and long term effects and unobserved heterogeneity between economic agents in the estimation of the parameter estimates.

This workshop provides a rigorous overview of existing dynamic panel data analysis techniques, thus offering participants the opportunity to acquire the more advanced technical capabilities currently available for panel data analysis. Participants are provided, through a series of illustrative examples, with a theoretical and applied overview of Instrumental variable analysis (IV) and Generalized methods of moments (GMM), both of which being an important class of estimators for the estimation of dynamic linear panel data models. The course then turns to address more recent issues in dynamic panel data analysis, such as weak instruments with persistent data; instrument proliferation; gaps in the data; estimation with serially correlated errors; robust inference with multiway clustering and the finite-sample performance of estimators and tests. The course concludes by addressing the issues of; i) non-stationarity in long panels, where the time series (as opposed to cross-sectional) characteristic of the data dominates; and ii) cointegration.

Course leader

Giovanni Bruno

Target group

Our Dynamic Panel Data Analysis workshop is of particular interest to Ph.D. Students, researchers in public and private research centres, and professionals working in the following fields: Agricultural Economics, Economics, Finance, Management, Public Health, Political Sciences and the Social Sciences, wishing to acquire the necessary applied and theoretical skills in order to be able independently conduct applied empirical research on dynamic panel data.

Course aim

This workshop provides a rigorous overview of existing dynamic panel data analysis techniques, thus offering participants the opportunity to acquire the more advanced technical capabilities currently available for panel data analysis.

Fee info

EUR 735: Students*: € 735.00

*To be eligible for student prices, participants must provide proof of their full-time student status for the current academic year.
Fees are subject to VAT (applied at the current Italian rate of 22%). Under current EU fiscal regulations, VAT will not however applied to companies, Institutions or Universities providing a valid tax registration number.
EUR 1225: Academics: €1225
Non-Profit/Public Research Centres: € 1513.00
Commercial: € 1800.00