Analysing Panel and Spatial Data

Institution: see Organisers & Supporters

Programme of study: International Research Workshop

Lecturer: Assoc. Prof. Dr. Timo Friedel Mitze (University of Southern Denmark)

Date: see Workshop Programme

Max. number of participants: 20

Credit Points: 5 CP for participating in the whole IRWS

Language of instruction: English

Contents: The course is divided into two modules:

Part 1) Panel Data Analysis: The first module of the course is organized as a (basic!) introduction to the use of panel data in the different fields of business and social sciences. It is not meant as an expert course in advanced panel data modelling. The main goal is thus to provide insights into why and when applied researchers can benefit from working with panel data, i.e. the combination of cross-sectional and time-series data. The course provides course participants with an overview of the different types of (micro and macro) models that are available for panel data estimation and shows how to properly estimate these models with the help of the statistical software package STATA. Building on these basics, an outlook on more advanced panel data models will be given.

Part 2): Spatial Data Analysis: In the second module course participants will learn to use graphical and statistical tools to visualize and estimate models, in which spatial interaction places an important role. Besides presenting the general logic of spatial modeling approaches, a strong focus lies on illustrating the potential for applied work with these tools in the software package STATA. The module is structured as follows: After a brief introduction, different research settings in business and social sciences are outlined, which may call for the explicit use of spatial estimation techniques, for instance, in order to identify the importance of network and neighborhood effects. This is followed by some practical applications on how to measure and visualize the degree of spatial dependence in variables. The module then introduces course participants into the field of spatial econometrics and students can work with hands-on applications on the basis of different data sets. Finally, a link to spatial panel data models will be given to close the course.

Course Tools: Please bring your laptop computer. STATA can be installed in the beginning of the IRWS. Licenses will be provided. Datasets and STATA ado-files will be provided ahead of the course and should be installed on the participants’ computers. Introductory readings will be provided to registered participants approx. 4-6 weeks ahead of the course (see examples).

Basic requirements: Basic knowledge in econometrics; basic knowledge in STATA (e.g. online tutorial:

Exemplary Readings

Baltagi, B. Econometric Analysis of Panel Data. 3 rd or higher edition, Wiley.

LeSage, J. Pace, K. Introduction to Spatial Econometrics. CRC Press.