IPSA-USP

Concepts, Methods and Techniques in
Political Science, Public Policy
and International Relations

TRACK: Time-Series Analysis
week 3: 29 jan - 02 feb, 2024

Advanced Time-Series
Cross-Section Analysis

Faculty:
Guy Whitten, Texas A&M University

Teaching Assistant: Luiz Cantarelli

Course Description

In this week, building off Module I’s Essentials of Time Series for Time Series Cross-Section Analyses (TSCS) and Module II’s Fundamentals of Time Series Cross-Section Analyses, we cover several advanced topics regarding these data. This includes a focus on establishing identification, model selection testing procedures, as well as more advanced estimation methods, such as GMM and SUR models.

Dates - This course runs January 29 - February 2, 2024

During the first four days, the course will involve about three hours of lecture time with breaks, then lunch, and then three to four hours of hands-on instruction in analysis that takes place in smaller groups using Stata. On the fifth day, students will work on a specific project assignment that applies the concepts introduced in the course.

COURSE OUTLINE

  • Modelling Unit Heterogeneity: Intercepts and Slopes
  • Modelling Unit Heterogeneity & Common Correlated Effects
  • Generalized Method of Moments (GMM) estimators
  • Models for Dichotomous Dependent Variables in TSCS

what we will learn

PREREQUISITES

A full-semester graduate-level course in multiple regression analysis and Essentials of TS for TSCS and Fundamentals of Time Series Cross-Section Analyses (offered in the IPSA-USP 2024 Summer School) or the equivalent background in time series and time series cross-section (TSCS) analysis.