econometrics · Hybrid
Panel Data Methods
Fixed effects intuition, clustered errors, and event studies without defaulting to buzzwords.
ZAR 980 · 5 weeks
Software: Stata · Method focus: panel · Level: intermediate · Assessment: replication exercise
Description
Work through within transformation, two-way FE, and event-study plots with clear binning choices. Includes a module on attrition and missing panels.
What is included
- Clustered SE exercises with toy panels
- Event-study binning spreadsheet
- Mentor review of dynamic plots
- Attrition discussion prompts
- Stata and R parallel tracks
- Short quiz on interpreting FE coefficients
Outcomes
- Specify FE models with correct clustering
- Plot event paths with transparent sample rules
- Discuss attrition without hand-waving
Dr. Elias Vermeulen
Lab lead for firm-level panels in trade shocks research.
Reviews
Event-study binning finally made sense — I could explain why we dropped the first period without sounding defensive.
Questions
We compare RE vs FE assumptions briefly; the course centers on FE and event studies.
Yes — we discuss implications and practical checks.
You need access to Stata or R; we do not provide licences.