This two-day course provides an introduction to the theory and practice of panel-data analysis. After introducing the fixed-effects and random-effects approaches to unobserved individual-level heterogeneity, the course covers linear models with exogenous covariates, linear models with endogenous variables, dynamic linear models, and some nonlinear models. A quick introduction to the generalized method of moments estimation technique is also included. The differences between the individual-specific and population-averaged interpretations are discussed throughout the course. Concepts are extensively illustrated using exercises and examples worked in Stata.
A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.
This is a two-day course. All training courses generally run for eight hours per day and include morning and afternoon breaks and a lunch break. You can arrange a convenient schedule with your instructor and training coordinator.