Master's Degree in Economics and Finance

Master's Degree in Specialized Economic Analysis

Master's Degree in Data Science

Admissions

Career Services

Alumni Community

Economics Program

Financial Economics Program

PhD Economics Track Program

Go to Master's degrees

Close

Microeconometrics

Difference-in-Differences with Panel Data

Advanced techniques for policy analysis with panel data using DiD estimators.

17.5h (5 days)

€775 - €1,375

Face-to-face

English

Program date: July 14 - 18, 2025

Early bird deadline: April 15, 2025

Learn more

Difference-in-Differences with Panel Data

Applications for 2025 Summer School programs are now open!

Summer school

Microeconometrics

Difference-in-Differences with Panel Data

Course Overview

This course covers difference-in-differences (DiD) estimators for policy analysis with panel data. The focus is on using and combining built-in Stata commands, along with recent user-written commands, to allow simple estimation methods, robust inference, and flexibility in the pattern of treatment effects. We will see how the usual two-way fixed effects approach can be extended in the staggered intervention case to allow for heterogeneous treatment effects across cohort and time.

In addition, we will see how to incorporate covariates into the analysis in all settings. Simple solutions to violations of the parallel trends assumption also will be covered. Problems and approaches with unbalanced panels and issues of statistical inference with few treated or control groups will also be covered.

The course ends with a discussion of my recent research on staggered designs with nonlinear models, with focus on binary, fractional, and nonnegative responses.

Faculty

Learn to use DiD estimators for policy analysis with panel data

At the end of the course, you will:

Gain proficiency in using and combining built-in and user-written Stata commands for robust and flexible estimation
Understand how to extend the two-way fixed effects approach to manage heterogeneous treatment effects in staggered interventions
Learn simple solutions to handle violations of the parallel trends assumption
Develop strategies to address issues related to unbalanced panels in DiD analysis
Learn approaches for statistical inference with few treated or control groups

Program Syllabus for Difference in Differences with Panel Data Course

The course will explore the following topics:

Introduction

Two-Period Difference-in-Differences
Parallel Trends
Controlling for Covariates via Regression Adjustment and Propensity Score Methods

More than Two Time Periods

Two-Way Fixed Effects
Heterogeneous Treatment Effects
Controlling for Covariates via Regression Adjustment and Treatment Effects Estimators

Staggered Interventions I

Pooled OLS and Extended TWFE.
Aggregation
Testing and Correcting for Violations of Parallel Trends
Unbalanced Panels

Staggered Interventions II

Rolling Methods
Long Differencing
Propensity Score and Doubly Robust Methods
Imputation Methods
Clustering
Inference with few Treated Units

Nonlinear DiD

Binary
Fractional and Nonnegative Responses
Pooled Quasi-Maximum Likelihood Estimation
Poisson Fixed Effects

List of References

For some of the course, the following research papers will be referenced

Recommended Texts

“Two-Way Fixed Effects, the Two-Way Mundlak Regression, Difference-in-Differences Estimators”
“Simple Approaches to Nonlinear Difference-in-Differences with Panel Data”

Software / Hardware

STATA (MATA) will be used during the course. Participants will receive a temporary personal license, provided by BSE, a few days before Summer School begins
Participants must bring their own portable laptop to participate fully in this course

Why join our Summer School?

All BSE Summer courses are taught to the same high standard as our Master’s programs. Join us to:

1

Network with like-minded peers

2

Study in vibrant Barcelona

3

Learn from world-renowned faculty

Admissions and Requirements

All BSE Summer School applicants must meet the entrance requirements.

Program date: July 14 - 18, 2025

Early bird deadline: April 15, 2025

Requirements

Summer School applicants normally demonstrate one or more of the following:

A strong background in Economics or a field closely related to the course topic (Statistics, Law, etc.)
Postgraduate degree or current Master’s/PhD studies related to the course topic
Relevant professional experience

Requirements for Difference in Differences with Panel Data Course

Participants should have a good working knowledge of:

Ordinary least squares estimation
Fixed effects estimation
Basic nonlinear models such as logit
Probit
Exponential conditional means

Sufficient background is provided by the book

Introductory econometrics, Introductory Econometrics: A Modern Approach, 7e, Cengage, 2020.

The book covers the background material at a higher level

Econometric Analysis of Cross Section and Panel Data, 2e, MIT Press, 2010.
An optional video (90 minutes) will provide background on potential outcomes and treatment effects estimators. This material will be applied in DiD contexts

Schedule

Here is your schedule for this edition of BSE Microeconometrics Summer School, Difference in Differences with Panel Data course.

Time

14

mon

15

tue

16

wed

17

thu

18

fri

09:00 - 11:00

Lecture

14:30 - 16:00

Practical

Credit Transfers (ECTS)

To be eligible for credit transfer, students must complete a final project.

Students will deliver a short final project one week after the summer school finishes.

It will consist of completing an assignment that will include the practical and empirical issues worked on in class.

Consult the Summer School Admissions page for more information about this option.

Certificate of Attendance

Participants who attend more than 80% of the course will receive a Certificate of Attendance, free of charge.

Fees

Multiple course discounts are available, see more information about available discounts. Fees for courses in other Summer School programs may vary.

Course

Panel Data and Spatial Panels

Econometrics of Cross-section Data with Applications

Dynamic Structural Models for Policy Evaluation

Quantitative Methods for Public Policy Evaluation

Estimation in High-Dimensional Models

Difference-in-Differences with Panel Data

Dynamic and Non-linear Panel Data Models

Modality

Face-to-face

Total Hours

17.5

ECTS

1

Regular Fee

1,375€

Reduced Fee*

775€

* Reduced Fee applies for PhD or Master’s students, Alumni of BSE Master’s programs, and participants who are unemployed.

FAQ

Here are some commonly asked questions by participants. Any further queries, please contact our Admissions Team.

Can I see the full Summer School calendar?

You can view the full Summer School calendar here.

Is accommodation included in the course fee?

Accommodation is not included in the course fee. Participants are responsible for finding accommodation.

Are the sessions recorded?

Sessions will NOT be recorded; however, the materials provided by the professor will be available for a month after the course has finished.

How much does each Summer School course cost?

Fees for each course may vary. Please consult each course page for accurate information.

Are there any discounts available?

Yes, BSE offers a variety of discounts on its Summer School courses. See more information about available discounts or request a personalized discount quote by email.