Many phenomena in the economics, medical and social fields, such as unemployment, crime rates or infectious diseases, tend to be spatially correlated. Spatial econometrics, in contrast to standard econometric modelling, exploits geo-referenced cross-sectional and/or panel data for dealing with spatial dependence and spatial heterogeneity. More specifically, spatial panel data sets contain repeated observations over time for a set of geo-referenced statistical units.
Our “Introduction to Spatial Panel Data analysis using Stata” course offers participants the opportunity to acquire the necessary theoretical and empirical toolset for modelling data which are correlated in time and space using both official and community written Stata spatial estimation commands. The opening session reviews Stata’s inbuilt sp command suite and illustrates how one prepares data for a spatial longitudinal analysis, before moving on to discuss different estimation techniques for both spatial fixed- and random-effects “static” models and for dynamic models with additive and/or interactive fixed-effects.
Throughout the course a series of empirical applications are used in order to highlight and discuss important issues such as model selection, average direct and indirect marginal effects, multiple spatial interactions and/or endogenous covariates, global stationarity, short-versus long-run marginal effects, and strong versus weak crosssectional dependence. Moreover, in common with TStat’s training 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 segment, during which participants have the opportunity to implement the techniques using real data under the watchful eye of the course tutor. Throughout the course, theoretical sessions are reinforced by case study examples, in which the course tutor discusses and highlights potential pitfalls and the advantages of individual techniques. Particular attention is also given to both the interpretation and presentation of empirical results.
Upon completion of the course, it is expected that participants are able to identify and evaluate which specific spatial econometric methodology is more appropriate to both their dataset and the analysis in hand and subsequently apply the selected estimation techniques to their own data customizing the Stata do-file routines specifically developed for the course.
Ph.D. Students, researchers and professionals working in public and private institutions interested in acquiring the latest empirical techniques to be able to independently implement spatial Spatial panel data estimation techniques in Stata.
Spatial data analysis using Stata: overview of the sp suite
Space, spatial objects and spatial data
Preparing data for the spatial longitudinal analysis
Spatial and panel data declarations
Data with shapefile: Creating and merging a Stata-format shapefiles
Data without shapefile
Panel data models: first generation
The W (eights) matrix: types and normalization
Fixed- vs random- effects (static) models
Quasi Maximum Likelihood estimation
Hypothesis testing and model selection
First generation: further topics
Partial effects: direct, indirect and total effects
Fixed-effects Instrumental Variables estimation
(Selection) Internal instruments
Multiple spatial interactions and/or endogenous covariates
Panel data models: second generation
Estimation and testing
Short- vs long-run marginal effects
Cross-sectional dependence (CD) and exponent of CD tests for Residuals
Panel data models: third generation
Dynamic models with weak and strong CD (Halleck Vega and Elhorst, 2016)
Quasi Maximum Likelihood estimation (Shi and Lee, 2017;Bai and Li, 2021)
Heterogeneous coefficients (Aquaro, Bailey and Pesaran, 2020)
We are currently putting the finishing touches to our 2023 training calendar. We therefore ask that you re-visit our website periodically or contact us at firstname.lastname@example.org should the dates for the course which you are interesting in following not yet be published. You will then be contacted via email as soon as the dates are available.
Our “Introduction to Spatial Panel Data analysis using Stata” course offers participants the opportunity to acquire the necessary theoretical and empirical toolset for modelling data which are correlated in time and space using both official and community written Stata spatial estimation commands.
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