Applied Time Series and Panel Data Economics

Description: This training equips the trainees with standard skills of data management, econometric analysis, interpretation, and reporting of time series and panel data using STATA software package.

Content: The training will cover the following topics:

Topic1: Manipulation and management of univariate and multivariate time series;

Topic 2: Description of time series and panel data using descriptive statistics, tabular, and graphic methods;

Topic 3: Analysis and interpretation of univariate & multivariate time series data;

Topic 4: Manipulation and management of linear and nonlinear panel data;

Topic 5: Estimation, testing and interpretation of econometric models of time series and panel data;

Topic 6: Standard reporting and presentation of research findings; and

Topic 7: Identification of relevant models for time-series and panel data analysis.

Target Group: The training is suited to researchers, academia, and post-graduate students.

Requirements: A minimum of master’s degree in economics and related fields; basic understating on the econometrics of cross-sectional data; and basic exposure in using STATA software package. The training requires: laptop computer; STATA software package (version 14 or higher) (to be provided by the trainer); and real-world datasets on time-series and panel data (to be provided by the trainer).

Duration of the Training: Five days

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