CPSR Summer Program methods workshop in Vancouver: Advanced Topics in Dynamic Panel Models

The ICPSR Summer Program in Quantitative Methods of Social Research is proud to partner with Simon Fraser University to offer the following workshop in Vancouver, British Columbia. This workshop is open to students, faculty, researchers, and professionals. The workshop meets daily from 9:00 a.m. – 5:00 p.m. and include lectures and hands-on lab training. You can register for the workshop through the ICPSR Summer Program portal at www.icpsr.umich.edu/SummerProgram

For more information, contact sumprog@icpsr.umich.edu or (734) 763-7400.

Advanced Topics in Dynamic Panel Models
Dates: July 2 – 4, 2019
Instructors: Andrew Philips (University of Colorado at Boulder) and Mark Pickup (Simon Fraser University and the University of Oxford)
Syllabus (PDF)

Data collected over both units (e.g., individuals, states, countries) and time (e.g., days, months, years) — known as time series cross-sectional data or panel data — are common in the social sciences. By gaining leverage both across units and over time, these data help us answer important questions that would be difficult if we only looked at a single point in time (e.g., cross section) or single unit (e.g., time series): the relationship between growth and democracy, whether or not the resource curse exists, or how economic perceptions shape support for the government. Despite these advantages, panel data often show types of heterogeneity and dynamics that make standard regression approaches inappropriate.

This course is designed to survey some advanced topics in panel data. After a review of panel data fundamentals, we will cover topics such as panel unit root and cointegration tests, panel error correction models, and approaches to modeling dynamics in panel data with a small T.

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