Panel data for banking sector analysts

• Apply random effects, fixed effects, first differencing, and instrumental variables versions to estimate basic linear panel data models using Stata.
• Conduct robust specification tests to evaluate and select the most appropriate estimation methods.
• Analyze the impact of additional heterogeneity in panel data models and justify the choice of estimation methods based on model complexity.
• Address the unique challenges of large-T panel data sets and implement effective solutions in Stata.
• Identify the implications of unbalanced panel data and devise strategies to mitigate their effects.
• Evaluate pooled and joint estimation methods for nonlinear models and develop tailored approaches to balance trade-offs based on specific contexts.

This course combines self-paced learning with interactive live online sessions, providing a flexible and engaging experience accessible directly from your own devices.

In the first phase, participants will progress through video lectures at their own pace, complemented by small work assignments designed to reinforce theoretical concepts through practical application.

The second phase features live online lab sessions, where participants will engage in hands-on exercises using Stata. These sessions are led by the course instructor and supported by teaching associates to provide real-time guidance and support.

The format emphasizes interaction and collaboration, with ample opportunities for Q&A and peer engagement. Participants will benefit from personalised feedback and close support from instructors and teaching assistants throughout the course.

Time required from participants: 20 hours

Download the completed course agenda here.

10 March

Start of the course
Access to all course modules

11 March

15:30 – 17:00 Live ‘Brush up’ Session (optional)

13 March

15:00 – 17:00 Office Hours 1 with Teaching Associates (optional)

20 March

15:30 – 17:30 Live Class 1: Recap of Modules 1-6

25 March

15:00 – 17:00 Office Hours 2 with Teaching Associates (optional)

26 March

15:00 – 17:00 Live Class 2: Recap of Modules 7-16

28 March

17:00 Homework 1 and 2: Deadline

3 April

15:00 – 17:00 Live Class 3: Lab 1
17:00 – 18:30 Office Hours 3 with the Course Director (optional, upon appointment)

10 April

15:00 – 17:00 Live Class 4: Lab 2
17:00 – 18:30 Office Hours 4 with the Course Director (optional, upon appointment)

11 April

17:00 Closing of the course

FULL FEES*:

• € 850 – Academics
• € 1150 – Public sector
• € 1250 – Private sector

*Please note that the payment must be settled one week before the start of the course.

Please submit a certificate attesting your status of Professor, PhD Student or Research Associate to fbf@eui.eu before registering. FBF secretariat will provide you with a code to register. Seats for academics are limited.

GROUP DISCOUNT (-15%) for minimum 3 participants from the same institution:

The below group discount applies to 3 or more participants who register for the same course from the same institution. Those wishing to take advantage of the group discount must write an email to fbf@eui.eu, stating the full names of the proposed participants.

• € 722,5 – Group discount academic
• € 977,5 – Group discount public sector
• € 1062,5 – Group discount private sector

CANCELLATION POLICY

Paid registration fee is non-refundable. However, registrant substitution may be made up to 15 days before the start date of the course by contacting fbf@eui.eu.