Majandusteaduse ja innovatsiooni doktorikool
Seminar Course "Long panel data models"
The seminar course considers methods for estimation of long panels, i.e. panels with long time series. The analysis of long panels differs crucially from the analysis of short panels and requires other estimation methods.
Structure:
- The basics of panel data and time series analysis, including GMM
- The essentials for estimation of long-panels
- “Deep water issues” dealing with cross-sectional dynamics (correlation, cointegration, etc.)
Teacher: Tuomas Malinen, University of Helsinki, http://mtmalinen.com/
Course dates:
1) November 2-3, 2018
2) November 16-17, 2018
Schedule (Preliminary schedule to be confirmed, rooms to be announced)
Friday 2 Nov. 17:45-21:00 (lecture)
Saturday 3 Nov. 10:00-14:45 (lecture + lab)
Friday 16 Nov. 17:45-21:00 (lecture)
Saturday 17 Nov. 12:00-16:45 (lecture + lab)
Software = Stata and perhaps Eviews
NB! Lab exercises and homework, but no grading or points!
Registration: Send E-mail to Karsten Staehr (karsten.staehr@ttu.ee) before 19 Oct. 17:00.