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Course Descriptions
Panel Data Analysis

Level: Intermediate
Length: Two Days
Subject Areas: Econometrics, Public Policy, Development and Macroeconomic Apps.
Prerequisites: Bootcamp 1,2

Panel Data Analysis is an intermediate course. The objective is to review fundamental panel data analysis and estimation concepts and teach their implementation with the econometric tools available in EViews.

The topics covered in Panel Data Analysis include:

  • Regression with Robust Standard Errors
  • Hypothesis Testing
  • Model Selection: Nesting and Testing
  • Panel Data Analysis for Microeconomics: Large N, Small T
  • Dynamic Panel Data Analysis for Macroeconomics: Small N, Large T
  • Panel Unit Root Tests