Panel Data Analysis using Stata
This workshop provides an introduction to econometric methods for analyzing panel data and specific procedures for carrying them out using Stata. Both "real" data and simulation techniques will be used to build intuition for the methods covered in the workshop. Most of our attention will be devoted to procedures suitable for datasets with many panels and few time periods. For this type of data, the course will cover linear fixed-effects and random-effects models, linear dynamic panel-data models, and nonlinear fixed and random-effects models. For datasets with few panels and many time periods, the course will cover the generalized least-squares approach, which assumes that the time series are stationary. Morning sessions will introduce methods in a lecture format and afternoon sessions will be hands-on computer sessions.
Prerequisites: You must be familiar and comfortable with the mathematical material assumed in an advanced undergraduate econometrics class such as the material in appendices A--E in Introductory Econometrics 5th edition by Jeffrey Wooldridge.
Note: Before enrolling, potential participants in this workshop should review the preliminary course syllabus which will be added to the lower section of this page in the near future.
Fee: Members = $1500; Non-members = $3000