Economic Research Southern Africa (ERSA) is pleased to invite applications for the Skills Development Training Programme in Panel Data Econometrics, tailored for academics, practitioners and postgraduate students (Masters and PhD) with limited training in econometrics and quantitative methods. This training aims to enhance participants’ proficiency in panel data econometric techniques.
Course Overview:
Participants will engage in both theoretical learning and practical application using R and Stata. The programme will provide foundational knowledge in panel data econometrics, ensuring that participants can apply these techniques in empirical research.
Assumed Prior Knowledge:
Participants should be comfortable with basic statistical methods, including the calculation of means, standard deviations, and hypothesis testing (t, z, and F tests). A basic understanding of Cross-Sectional and Time-Series Econometrics is recommended. While Stata and R software will be utilised for practical demonstrations, no prior experience with the software is required.
Topics Covered:
- Day 1: Introduction to Panels in R
- Structure, setup, packages (with exercises)
- Visualization and presentation (with exercises)
- Day 2: Introduction to Cross-Section Panel techniques
- Fixed, Random, and Correlated Random effects (with exercises)
- Instrumental variables (with exercises)
- Day 3: Cross-Section Panel techniques and Introduction to Time-Series Panel techniques
- Limited Dependent Variables (including logit, probit, quantile, etc)
- Dynamic panel models
- Day 4: Time-Series Panel techniques
- Heterogeneity in the slope parameters (SUR, Random Coefficient (RC) models, Mean Group, Threshold models)
- Cross-sectional dependence (Common Correlated Effects (CCE) models)
- Day 5: Time-Series Panel techniques
- Panel Time Series (Panel VAR, Nonstationary panels)
Target Participants:
This course is open to academics and postgraduate students (Masters and PhD) in Economics, as well as practitioners and government officials with at least a Masters degree.
Application Process and Requirements:
Interested applicants are requested to apply by completing the application form by 20 October 2025. Application decisions will be communicated by 27 October 2025.
ERSA will cover the domestic travel and accommodation costs for students based at South African institutions. Places are limited to 25 students and funding to attend the workshop is entirely at the discretion of the organiser.
For more information and registration details, please contact Yoemna Mosaval at yoemna.mosaval@econrsa.org.
