* Online Registration: 78 €
* Standard Registration Fees with accommodation: 275 € (Euros)
* Reduced Registration Fees: 169 € (For Researchers and Students coming from low and middle-income countries according to the World Bank classification. Click here to check your country eligibility)
* Reduced Registration fees (without accommodation): 110€
Comprehensive workshop that covers both theoretical foundations and real data applications of selected advanced panel data econometric models.
Enjoy the beautiful city of Corum and get the opportunity to learn from and interact with one of the top-notch experts in the field of panel data econometrics.
Structured workshop with a solid content that is currently being taught in econometric classes at top European universities. Enhance your career and earn a certified certificate from a research based institute in Germany.
M&S Research Hub organizes a 2-day workshop in Corum (Turkey) about "Advanced Panel Data Econometrics" using STATA. 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.
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
2. CS-ARDL & NARDL
4. Dynamic common correlation under GMM
5. Dynamic threshold Model for Panel data
6. Global VAR approach
The workshop will start every day from 10 AM to 3 PM. Details about the exact venue location will be communicated to the participants.
Do you have any questions?
Contact us at firstname.lastname@example.org
Chat with us during our working hours
Monday-Friday 10 AM-4 PM or Call us at +49 (0) 17686387586
Prof. Dr. Kazi Sohag
Senior Researcher at the Graduate School of Economics and Management at Ural Federal University (Russia), Associated Research Fellow at the Accounting Research Institute, Universiti Teknologi Mara (Malaysia), Adjunct Research Fellow at the School of Commerce, University of Southern Queensland (Australia), and an External Researcher at the Center of Research Excellence in Renewable Energy and Power Systems, King Abdulaziz University (Saudi Arabia).
With more than 9 years of academic experience, solid record of academic publications in A-class journals, and a teaching profile that is advanced- econometrics oriented, Prof. Sohag is a highly competent econometrician and one of the leading researchers in applying and teaching applied econometric methods using many statistical packages including STATA.