Panel data econometrics has developed rapidly over the last decades.

Longitudinal data are more and more available to researchers and methods to analyse these data are in high demand from scholars from different fields.

The course offers a comprehensive overview on panel data methods with Stata, covering static and dynamic linear models.

Each session briefly introduces the different methodologies, discussing strengths and weaknesses with a focus on the interpretation of the results.

By the end of the two-day on-line course, participants should be able to prepare panel data for the analysis with Stata, choose the relevant model, get the parameter estimates and interpret the results.


This two-days course by the FBF in Frankfurt introduces the foundations of Early Warning Systems (EWS) for systemic risk, reviews the relevant literature, and provides illustration of EWS examples through workshops performed with STATA software.

This course will focus on the following topics:
- Introduction to tail risk measures; VaR and CoVaR
- Expected Systemic shortfall (SES) and other risk measures
- Logit and Receiving operation characteristic (ROC) models
- Networks, connectedness, and risk interdependences

Course Instructors: Gianni De Nicolò (FBF and IMF), Fabio Canova (FBF and BI Norwegian Business School), Manfred Kremer (ECB)
Area: Financial Stability and Regulation
Level: Intermediate/Advanced

Further information and registration: http://fbf.eui.eu/training/early-warning-systems/
Registration deadline: 23 August 2017


CEPR Policy Research