Seminar Course "Long panel data models"

Kuupäev: 
Fri - Sat, Nov 2 - Nov 17, 6:00pm - 4:00pm

Asukoht: 
Tallinn University of Technology

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.