Panel Data Analysis Using EViews and Stata

Introduction

This is the "Panel Data Analysis Using EViews and Stata" training course from iOpener Training Group! Over the course of five intensive days, participants will gain a comprehensive understanding of how to effectively analyze panel data using two powerful statistical software packages, EViews and Stata. Panel data, also known as longitudinal or cross-sectional time series data, is ubiquitous in economics, finance, and policymaking. This training program is tailored to meet the specific needs of bankers and central bankers, providing them with the essential skills and knowledge to leverage panel data analysis for informed decision-making and policy formulation.

 

Course Objectives

  • Master Panel Data Analysis: Gain expertise in utilizing EViews and Stata to analyze panel data effectively.
  • Apply Advanced Econometric Methods: Learn to apply econometric techniques such as panel data regression and instrumental variable estimation.
  • Effectively Interpret Results: Develop skills to interpret and communicate panel data analysis findings accurately.
  • Inform Evidence-Based Policy: Understand how panel data analysis can inform policymaking in banking and central banking contexts.
  • Optimize Decision-Making: Utilize panel data insights for strategic decision-making in banking operations and policy formulation.


Target Audience

  • Bankers.
  • Central Bankers.
  • Economists, financial analysts, policy analysts,

 

Course Outline 

Day 1: Introduction to Panel Data Analysis

  • Understanding Panel Data
  • Data Preparation
  • Panel Data Models
  • Implementing Panel Data Analysis in EViews
  • Implementing Panel Data Analysis in Stata

 

Day 2: Advanced Panel Data Techniques

  • Dynamic Panel Data Models
  • Instrumental Variable Estimation
  • Robust Standard Errors
  • Model Diagnostics and Specification Tests
  • Implementing Advanced Techniques in EViews and Stata

 

Day 3: Policy Analysis and Forecasting

  • Policy Evaluation with Panel Data
  • Forecasting with Panel Data
  • Scenario Analysis and Stress Testing
  • Panel Data Applications in Central Banking
  • Hands-on Workshop

 

Day 4: Panel Data Analysis for Banking Operations

  • Credit Risk Assessment
  • Loan Performance Analysis
  • Market Risk Analysis
  • Asset Liability Management (ALM)
  • Hands-on Workshop


Day 5: Panel Data Analysis for Policy Formulation

  • Monetary Policy Analysis
  • Financial Stability Assessment
  • Macroprudential Policy Analysis
  • Policy Recommendations
  • Capstone Project