Advanced Panel Data Econometrics

Advanced Panel Data Econometrics

Intensive 2-Day Online Workshop

15-16 July 2023

Deadline 30 May 2023

* Standard Registration: 138 € 

*Discounted Fees for students and researchers from developing countries:  75  - check your country eligibility.

M&S Research Hub organizes a 2-day online workshop about "Advanced Panel Data Econometrics" using STATA and MATLAB. The workshop setting is highly interactive and includes real-life data applications. The workshop content is designed to meet all levels of proficiency, accordingly, no prior knowledge of Panel data models is needed. However, a basic knowledge of STATA, statistical and econometric methods is required. 

Workshop Structure

This workshop provides an excellent opportunity for scholars, researchers and data practitioners to learn and enhance their knowledge about common panel data econometric models such as FE, RE, and Dynamic models. Also, participants will be trained on some of the most recent and advanced models such as Dynamic threshold under GMM, DCC under GMM and global VAR. Over two days, the workshop will cover an extended list of topics that includes the following:


1. Introduction to panel data and unit root tests

2. FE, RE, SUR, and Cluster

3. Panel cointegration tests (Pedroni, Fisher and Westerlund)

4. Mean group and pooled Mean group

5. Dynamic fixed effects model

6. Cross-sectional dependancy

7. Second generation panel unit root

8. Static common correlation effect


1. Dynamic common correlation


3. CS-DL

4. Dynamic common correlation under GMM

5. Dynamic threshold Model for Panel data

6. Global VAR approach



John Riveros

Senior Trainer at M&S Research Hub Institute and postgraduate of Munich Graduate School of Economics (Best in EU).

  • Workshop material, codes, and recorded videos (online view only) will be shared with participants.
  • Earn an MSR-certified certificate and enhance your career and employability skills.
  • Learn selected advanced panel data modeling methods that are widely used for data analysis and econometric modeling.
  • Get trained in Stata and MATLAB coding 
  • Start from scratch, no prerequisites are needed. 

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