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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)

€775 - €1,375

Face-to-face

English

Program date: June 30 - July 4, 2025

Early bird deadline: April 15, 2025

Learn more

Panel Data and Spatial Panels

Applications for 2025 Summer School programs are now open!

Summer school

Microeconometrics

Panel Data and Spatial Panels

Course Overview

This course gives the basics on panel data and spatial panels. It starts by reviewing basic panel data models emphasizing the benefits and limitations of panel data over time series or cross-section data. Basic estimation and testing methods for random and fixed effects models are reviewed and illustrated using empirical applications using Stata. Next, problems of endogeneity in panel models are studied and panel instrumental variable estimation methods as well as Hausman type tests are reviewed and applied using many empirical applications. The course also covers an introduction to dynamic panel data models illustrated with many empirical economic applications. Next, spatial panel methods are introduced and illustrated with Stata.

Faculty

Get up to date with the latest developments in panel data and spatial panels

This course would be particularly useful for:

Researchers interested in applying spatial statistics methods using panels

Understand the advantages of panel data over time series and cross-section data

At the end of the course, you will have:

Learned estimation methods for fixed and random effects 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

Program Syllabus 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 (23,442 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.

Program date: June 30 - July 4, 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 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

30

mon

1

tue

2

wed

3

thu

4

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?

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.