An Introduction to Panel Data using Stata

An Introduction to Panel Data using Stata

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£300.00
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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
  • Advantages of panel data versus Cross-sectional and time series data
  • Describing and visualising panel data
  • The static panel model with individual heterogeneity and time heterogeneity
  • Exogeneity and endogeneity in panel data models
Session 2: Estimation in static panel models
  • The first difference
  • Fixed Effect estimator
  • The Random Effect GLS estimator
  • Robust inference in panel data
Day 2:

Session 1
  • Comparing estimators for static panel models for your research question 
  • Testing for serial correlation
Session 2: Dynamic Panel Models
  • The Arello Bond estimator and post-estimation diagnostic test 
  • The Blundell Bond estimator and post estimation diagnostic tests
  • Case study: the determinants of bank risk-taking in European banks.

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.

Delivered By

  • https://stata-uk.com/media/iopt/blog/malvina-marchese.webp

    Dr Malvina Marchese

    Bayes Business School, City, University of London

    Learn More

Student Testimonials

Giovanni's delivery is fantastic; makes great connections between new and prior knowledge and focuses on the key strengths and limitations of the discussed methods. Excellent course design that builds on the Introductory Machine Learning course and knowledge acquired in the PhD Econometrics sequences of courses. This is all nicely supplemented by detailed Stata code with explanations and sample datasets. 

Excellent course and great explanations on ML techniques and applications from Giovanni ! I leanred so much including the coding and applications plus the fundamentals of ML.

The 'Advanced Machine Learning (AML)' experience was excellent for trying to gain more experience in Statistics using links Python and STATA.  

I'm not a Statistician! However, Giovanni managed to link the 'Fundamentals of Machine Learning (FML) ' to 'Advanced Machine Learning' in his usual excellent way. When starting the AML, for me I am pleased that the FML was a tremendous help and allowed me to use my mathematical knowledge for Physics and Science. I'm looking forward to Giovanni's next course (using large datasets) and his book.

Linking my knowledge of mathematics (from Science and Engineering) to Statistics. I do hope it is leading towards becoming better at 'Medical Statistics' that require very large datasets...and a big thank you to Giovanni!

Very well organized, very useful and relevant content, looking forward to joining future events!

As always great service and real good courses. In addition, thanks to Professor Cerulli for making himself understood in the best way.

The delivery of this course was exceptionally well done. It really helped me to appreciate the concepts as well as the practical applications in Stata. If you are new to this topic, this will provide a good introduction to complex issues.

Very easy to communicate, all emails contained all the information necessary. I think that the course was very well structured and organized. The tutor provided a number of codes that were extremely helpful for understanding. Overall, very useful and easy to follow!

I highly appreciated Professor Giovannu Cerulli course. The classes notes are very clear   and well prepared with an extensive coverage of the course subjects. And they are simultanesouly quite objective by focusing on the most important contents. Professor Giovannu Cerulli lectures are very didatic which greately helps the easily assimilation of the   corespondent knowledge. Furthermore, the course materials are quite   comprehensive and they englobe not only the classes notes, but also the referenced papers as well as data and Stata programs to estimate the models in this software. All in all, I greatly recommend this   course, as it really amazingly speeds up the acquaintance of the underlying theory and appied aplication in a very short period of time.

I found the Stata Summer School 2021 very useful and interesting. The course was perfectly structured and organised, with a good progression during the week. The instructors presented the topics covered in an easy and understandable way. There were room for questions and answers when needed. Materials shared for the course were tidy and informative, and I am sure I will use them frequently. This course was arranged online, which in my opinion worked very well. I believe the course delivered as promised and according to information found online when I signed up for the course. Easy to purchase/sign up for the course. User friendly. Quick and timely response.

Very efficient in terms of communication and delivery. Provides a very comprehesnive applied knowledge of stata. I would definitely recommend others to buy from them.

I went UK University of Cambridge for a summer school with Timberlake, it was excellent.

It was a great course and I thoroughly enjoyed it. Many of my fellow participants were eager to share their ideas. I thought the course could help further many people in a similar stage to my career!