Panel Data Analysis in Stata

Panel data contains information on many cross-sectional units, which are observed at regular intervals across time. Panel data can, by its very nature, therefore be highly informative regarding dynamic effects across different units and thus they are increasingly used in econometrics, financial analysis, medicine and the social sciences. This introductory course offers participants the opportunity to acquire the necessary theoretical background and the applied skills to enable them to: i) independently employ micro panel data techniques to their own research topics, and ii) to understand and evaluate micro panel data analyses published in the academic literature. The course focuses on the techniques adopted for the analysis of stationary panel data sets, including fixed and random effects models; hypothesis testing; the violations of the basic assumptions of regression analysis; unbalanced panels; instrumental variable estimation techniques and non-linear panel data models.


The course program has been developed in order to cover the principal methodologies implemented in standard linear and non-linear panel data analysis with both endogenous and exogenous variables. 


The Panel Data Analysis Workshop is of particular interest to Master and Ph.D. Students, researchers in public and private research centres and professionals working in the following fields: Agricultural Economics, Economics, Finance, Management, Public Health, Political Sciences and the Social Sciences seeking to acquire the “introductory” applied and theoretical toolset to enable them to undertake independent empirical research using panel data.

In common with TStat’s course philosophy, each individual session is composed of both a theoretical component (in which the techniques and underlying principles behind them are explained), and an applied (hands-on) segment, during which participants have the opportunity to implement the techniques using real data under the watchful eye of the course tutor. Throughout the school, theoretical sessions are reinforced by case study examples, in which the course tutor discusses and highlights potential pitfalls and the advantages of individual techniques.


Participants are required to have a good working knowledge of the OLS regression model. Some knowledge of the statistical software Stata would be beneficial.

Course Leader

Giovanni Bruni - Università Bocconi


More Information

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End Date

Application Deadline


Professional training

Certifications & Titles

Participants will be provided with a certificate of participation upon completion of the course.

Study Options

Full Time


Regular fees: 1225 - 1800 EUR

International Fees : 735 EUR


Students*: € 735.00
Academic: € 1225.00
Non-Profit/Public Research Centres: € 1513.00
Commercial: € 1800.00

*To be eligible for student prices, participants must provide proof of their full-time student status for the current academic year.

Fees are subject to VAT (applied at the current Italian rate of 22%). Under current EU fiscal regulations, VAT will not however applied to companies, Institutions or Universities providing a valid tax registration number.

Please note that a non-refundable deposit of €100.00 for students and €200.00 for Academic, Non-Profit/Public Research Centres and Commercial participants, is required to secure a place and is payable upon registration. The number of participants is limited to 10. Places will be allocated on a first come, first serve basis.

Course fees cover: teaching materials (handouts, Stata do files developed by the course leader and datasets to used during the course), a temporary licence of Stata valid for 30 days from the beginning of the workshop, light lunch and coffee breaks.

To maximize the usefulness of this workshop, we strongly recommend that participants bring their own laptops with them, to enable them to actively participate in the empirical sessions.


Funding Options

Full-time Students are eligible for a 40% discount off the standard academic fees.


Flemings Hotel, Eschenheimer Tor 2, Bleichstraße 64-66,

Frankfurt am Main , Germany

Start Date:

End Date:



Frankfurt am Main


Professional training

Application Deadline: