Applied Econometrics with Stata and R FDP | 25–29 November 2026

Applied Econometrics with Stata and R: Panel Data and Time Series Models

Five-Day Online Faculty Development Programme

25–29 November 2026 | 7:00–9:00 PM IST

ServiceSetu Academics invites faculty members, doctoral scholars and researchers to a five-day online Faculty Development Programme on “Applied Econometrics with Stata and R: Panel Data and Time Series Models.”

The programme covers panel data fundamentals, static and dynamic panel models, time series methods and replication exercises using Stata and R. It connects econometric concepts with applications in economic growth, financial markets, wages and labour demand.

Programme Overview

About the Resource Person

Dr. Nawazuddin Ahmed
PhD — Indian Institute of Technology Roorkee
Assistant Professor (Economics)
Head, Centre for Quantitative Learning and Applications (CQLA)
Symbiosis School of Economics
Symbiosis International University, Pune

Day-Wise Programme

Day 1 | 25 November 2026

The Fundamentals of Panel Data

• Why we need panel data.

Day 2 | 26 November 2026

Models with Strictly Exogenous Regressors

• Pooled OLS estimator.

• Fixed-effects (within) and LSDV estimators.

• Random-effects and GLS estimators.

• Between-group estimator of β.

• Hausman test.

Day 3 | 27 November 2026

Short-T Dynamic Panel Data Models

• Anderson and Hsiao (IV–2SLS).

• Arellano and Bond (Difference GMM).

• Arellano and Bover (Forward Orthogonal Deviations).

• Blundell and Bond (System GMM).

• AR, Sargan and Hansen tests.

Day 4 | 28 November 2026

Time Series Analysis

• Unit root and stationarity.

• Cointegration.

• Trend and cycle decomposition.

• ARDL and ECM.

Day 5 | 29 November 2026

Replication Exercises with Stata and R

• Financial development and economic growth.

• Stock prices and dividends.

• PSID wage data.

• National Longitudinal Survey of Young Women.

• Dynamic labour demand data.

Learning Outcomes

The programme aims to help participants:

• Understand the role of panel data in empirical research.

• Compare pooled OLS, fixed-effects, random-effects and between-group estimators.

• Understand dynamic panel estimation using instrumental variables and GMM.

• Interpret key specification and diagnostic tests.

• Understand stationarity, cointegration, ARDL and error correction models.

• Connect econometric methods with replication exercises in Stata and R.

Who Should Attend?

The FDP is intended for faculty members, doctoral scholars and applied researchers in economics, finance, management, commerce, public policy and allied disciplines.

Participants will benefit from familiarity with basic regression analysis. Prior exposure to Stata or R will be helpful for following the replication exercises.

Registration Fee

Register for the FDP: [Insert registration link]

Contact and Enquiries

For registration assistance and programme-related queries:

• Email: info@servicesetu.org

• Phone/WhatsApp: +91 93479 83215

• Website: www.servicesetu.org

About ServiceSetu Academics

ServiceSetu Academics empowers the academic community through research training, faculty development programmes and academic opportunities. Its initiatives support faculty members and research scholars in strengthening methodological skills and advancing their research.