Faculty:
Guy Whitten, Texas A&M University
Teaching Assistant: ——–
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.
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
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.