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Microeconometrics

Panel Data and Spatial Panels

Mastering panel and spatial data: Estimation, endogeneity, and dynamic models with STATA.

17.5h (5 days)

€1,399

Face-to-face

English

Program date: June 29-July 3, 2026

Early bird deadline: April 15, 2026

Learn more

Panel Data and Spatial Panels

Applications for BSE Summer School are now open!

Who is this Course for?

Panel Data and Spatial Panels

Course Overview

This course provides a comprehensive introduction to panel data and spatial panel methods, combining theoretical foundations with extensive hands-on applications in Stata.

The course begins with a review of basic panel data models, highlighting the advantages and limitations of panel data compared to pure time-series or cross-sectional approaches. Participants will learn estimation and testing techniques for random and fixed effects models, illustrated through empirical examples.

It then moves on to address endogeneity issues in panel models, covering instrumental variable estimation and Hausman-type tests, again reinforced with practical exercises. The course also introduces dynamic panel data models, emphasizing their application in empirical economic research.

Finally, participants will explore spatial panel methods, gaining insights into modeling spatial dependence in panel data and learning how to implement these techniques in Stata.

The program includes four lectures on panel data and one lecture on spatial panels, combining conceptual understanding with real-world application.

Faculty

Who is this course for?

This course would be particularly useful for:

Researchers interested in applying spatial statistics methods using panels

Learning outcomes

At the end of the course, you will have:

Learned estimation methods for fixed and random effects models
Applied spatial panel data methods in Stata, including spatial autoregressive and Durbin models with fixed and random effects, and perform estimation and testing for both static and dynamic models
Addressed endogeneity in panel data models and apply instrumental variable techniques
Explored dynamic panel data models and their applications in economics
Gained proficiency in conducting Hausman tests for model selection
Understood spatial panel data methods and apply them using empirical examples
Developed hands-on experience with Stata for analyzing panel and spatial data

Key topics for Panel Data and Spatial Panels course

The course will explore the following topics:

Course Outline

Benefits and Limitations of Panel Data
Basic Review of Panel Data Methods: Estimation and Test of Hypotheses
Simultaneous Equations and Endogeneity in Panel Data Models
Dynamic Panel Data
Spatial Panels

List of References

Participants must ensure they read the following texts before the start of the course.

Books

Baltagi, Badi H., Econometric Analysis of Panel Data, 6th Edition, Springer, 2021. (Access to an electronic version of the book is included in the course fees). https://doi.org/10.1007/978-3-030-53953-5 (31,707 citations by Google Scholar).

Recommended Texts

Hsiao, Cheng, 2022, Analysis of Panel Data (Cambridge: Cambridge University Press, 4th ed.).
Wooldridge, J.M., 2010, Econometric Analysis of Cross‑Section and Panel Data (Cambridge: MIT Press).
Baltagi, B.H., ed., 2015, Oxford Handbook of Panel Data, (Oxford: Oxford University Press).
Anselin, Luc (1988), Spatial Econometrics: Methods and Models, Dordrecht: Kluwer
LeSage, J.P. and R. K. Pace (2009), Introduction to Spatial Econometrics, New York: Chapman and Hall. Boca Raton: Taylor and Francis.

Software / Hardware

STATA 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 ensure that they meet the basic entry requirements.

Applications are closed

Next edition: TBA

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 Panel Data and Spatial Panels

Participants must have a solid understanding of Econometrics
Previous knowledge of software like STATA would be helpful

Schedule

Here is your schedule for this edition of BSE Microeconometrics Summer School, Panel Data and Spatial Panels course.

Time

29

mon

30

tue

1

wed

2

thu

3

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

Choice Modeling Using Micro Data: Applications

Dynamic Structural Models for Policy Evaluation

Quantitative Methods for Public Policy Evaluation

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

1,399€

Reduced Fee*

799€

* 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?

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

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.

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.

Can I take more than one course?

Yes! you can combine any of the Summer School courses (schedule permitting). See the full course calendar.

Cancelation and Refund Policy

Please consult BSE Summer School policies for more information.

Are there any evening activities during the course?

Yes, a social dinner is held once a week for all participants, it is free to attend.

Contact our Admissions Team

Mix and match your summer courses!

Remember that you can combine this program with courses in any of the other BSE Summer School programs (schedule permitting). Maximise your learning this summer and take advantage of our multiple-course discount.

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