Panel Data for Banking Sector Analysts Florence School of Transnational Governance

Overview

Key topics include common estimators—random effects, fixed effects, and first differencing—with an emphasis on robust inference and specification testing. The course further delves into advanced methods, such as handling heterogeneous slopes and trends, instrumental variables techniques, and the estimation of dynamic models. Fixed effects estimation and inference for datasets with a large number of time periods, applicable to more aggregated data, are also explored.

Key facts

Participants of the Panel Data for Banking Sector Analysts program from Florence School of Transnational Governance will learn how to address challenges associated with unbalanced panels and test for non-random sample selection. Time permitting, the course will introduce nonlinear models for binary and nonnegative outcomes.