Longitudinal/Panel and Time Series Data Analysis using Stata

Longitudinal or panel data are multi-dimensional data involving measurements over time. Stata is very specialized in handling dynamic data. This training course provides an overview of existing dynamic data analysis techniques. Recent issues in dynamic panel data analysis will also be covered. The course concludes by addressing the issues of; i) non-stationarity in long panels, where the time series (as opposed to cross-sectional) characteristic of the data dominates; and ii) cointegration. The .. continue reading training will pay particular attention (using a combination of both official Stata and user written dynamic panel data analysis commands) to: i) evaluating which specific econometric methodology/specification is more appropriate for the analysis in hand; ii) selection of the appropriate instruments; iii) rigorous post estimation diagnostic/specification testing; and iv) the problems of inference resulted from weak-instrument bias, instrument-proliferation bias and small-sample bias. Payment should be transferred to FineResults Research Limited bank before commencement of training.