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!

Apply

Summer school

Microeconometrics

Difference-in-Differences with Panel Data

This course covers difference-in-differences (DiD) estimators for policy analysis with panel data, focusing on Stata commands for robust estimation.

Topics include heterogeneous treatment effects, incorporating covariates, unbalanced panels, and staggered designs in nonlinear models.

Teaching 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

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.

Apply now

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 not interested in credit transfer will instead receive a Certificate of Attendance free of charge. These Participants will not be graded or assessed during the course.

Fees for 2025

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€

FAQ’s

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

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 be recorded and videos will be available for a month once 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.