Workshop on Panel Data Analysis
Instructor: Adalbert Wilhelm (Jacobs University Bremen)
Wed June 3: (10 am ­ 1 pm)
Wed June 10: (10 am ­ 1 pm)
Fri June 12: (10 am ­ 12 am)
Location: Computer Room (Biblioteca di Scienze Economiche)
Viale S. Ignazio 84, Cagliari
The last decade has seen a dramatic increase in the use of panel
(longitudinal) data in all social
sciences. The availability of large scale longitudinal studies in all social
science disciplines has
instilled a parallel growth in the development of estimation techniques
applicable to these data.
The aim of this course is to prepare a solid ground for empirical research
using advanced econometric
techniques for analyzing panel data sets. The course will be equally
balanced between lectures and
hands-on computer labs handling empirical applications using R.
– Gaining an understanding of econometric issues involved in the analysis of
– Knowledge and experience in conducting panel data analyses
– Numeracy and IT skills in doing panel data analysis in R
– Critical insight to appraise other researchers’ results using panel data
– Gaining theoretical knowledge about statistical properties of panel data
– Badi H. Baltagi (2013). Econometric Analysis of Panel Data. 5th edition.
Wiley, ISBN 978-1-118-
– William S. Venables, David M. Smith and the R Development Core Team
(2009): An Introduction
to R. Network Theory Ltd., ISBN 10: 0-9546120-8-6, (VS)
– Brian S. Everitt and Thorsten Hothorn (2009): A Handbook of Statistical
Analysis Using R. Second
edition. CRC Press. ISBN: 978-1-42007933-6, (EH)
– Judith D. Singer and John B. Willett. Applied Longitudinal Data Analysis.
Press, Oxford New York, 2003.
– Robert Yaee. A Primer for Panel Data Analysis. Connect, 2003.
Sessions 1 & 2 Linear static panel data models – One-way error component
Sessions 3 & 4 Linear static panel data models – Two-way error component
Sessions 5 & 6 Dynamic panel data models
Sessions 7 & 8 Tree-models for panel data
Prof. Alessio Moro presents the Summer School in Computational Economics, Cagliari 2015
The Training School on Spatial Econometrics organized by the COST Action IS1104 The EU in the new economic complex geography: models, tools and policy evaluation” (GECOMPLEXITY) will take place in Vienna at the Vienna University of Economics and BA, during the period 9-11 February 2015. If you are interested, please send your application, including a CV and a research proposal to Roberto Basile via E-mail
(firstname.lastname@example.org) by Dec 31, 2014.