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Cross Section and Panel Data Analysis for Research

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Dates: June 14-16, 2023
Programme Director:Prof. Himanshu Joshi
Mode: Hybrid

cross-section-and-panel-data-analysis-for-research

 

Programme Introduction

Most empirical studies in economics, finance, and related social sciences aim to establish a causal relationship among various observed variables, and the notion of ceteris paribus - holding all other factors constant – is the core of establishing such a causal relationship. Beginning with the modest Ordinary Least Square (OLS) regression method, its assumptions, and inference, the program covers practical issues facing a researcher in cross-section and panel data analysis such as – Why do we need control variables to establish a causal relationship; what are the consequences of including a variable in the model that ought not to be included, when to use a proxy for an unobserved variable, effects of scaling on OLS statistics, when to include quadratic functions and interaction terms of two or more variables in the model, the effect of including a dummy variable, etc. It also covers regression analysis with a qualitative (dummy) dependent variable. Finally, it covers the structure of panel data and fixed and random effects estimation.

Programme Objectives

The proposed Faculty Development Program aims to provide practical training to the researchers for the analysis of observed data using modern econometrics techniques. The program intends to impart an intuitive understanding of the estimation, inference, and model specification for cross-section and panel data analysis.

Programme Contents

  • Simple Regression Model – The Ordinary Least Square Method
  • Multiple Regression Analysis – Estimation
  • Multiple Regression Analysis – Inference and Hypotheses Testing
  • Multiple Regression Analysis – Model Specification, Omitted Variable Bias, Use of control Variables, Consequences of Over-Controlling, Quadratic and Interaction Terms.
  • Multiple Regression Analysis with Qualitative Information: Single and Multiple Dummy Independent Variables, Interactions Involving Dummy Variables.
  • Binary Dependent Variables – The Linear Probability Model.
  • Structure of the Panel Data – How to prepare a data file for Panel Data Analysis, Within and Between Variances.
  • Panel Data – Fixed Effects Regressions
  • Panel Data – Random Effects Regressions, Hausman Test Comparing Random Effects and Fixed Effects. Dynamic Panel Models.

 

Programme Methodology

Sessions would be delivered through a combination of:

  • Interactive Lectures to develop conceptual understanding of the methods using data files and relevant research papers.
  • Hands-on Training on MS Excel and Stata for estimation, inference, and model specification.
  • Follow on Session to provide feedback on the participants’ work.

 

Who Should Attend

All those who deal with observed data-based research will find the program useful. Researchers in Economics, Finance, Social Sciences, and Interdisciplinary areas like Corporate Governance, Interaction between HR and Finance, or Marketing and Finance will benefit most from the program.
Thus, the workshop will be useful for:

  • Research Scholars
  • Early Career Faculty Members of B-Schools
  • Research Analysts working on multi-firm multiple periods data.
  • Professionals and Executives indulged in the secondary data research.

 

Programme Dates and Timing

Dates : June 14-16, 2023 (Wed, Thu, Fri)
Timing : 10:30 AM-12:30 PM, 1:30 PM - 3:30 PM (Hybrid Mode)
Program Duration : 12 hours (spread over 3 days)

 

Professional Fee of the Program

Particulars Fee for Online (Rs.) Fee for Offline (Rs.)
Faculty Members Rs 2950 Rs 5900
Student/Research Scholars Rs 1770 Rs 3540
Corporate Executives Rs 5900 Rs11,800

GST @18% included in fee amount, as applicable

Programme Director

Prof. Himanshu Joshi: With over two decades of experience in teaching, training, and research, Prof. Himanshu is currently working as Professor with the FORE School of Management, New Delhi. He is Ph.D. and Masters in Business Administration (Finance). He also holds a Specialist Diploma in Credit Risk Management from National University of Singapore and completed FDP on 'Pedagogy and Research' from Indian Institute of Management, Ahmedabad. Besides teaching at FORE, he is associated as Visiting Faculty with Indian Institute of Management, Rohtak, Indian Institute of Corporate Affairs, Manesar, and Indian School of Public Policy. He has developed and conducted various executive education programs for corporates and PSUs on Spreadsheet Modelling for Valuation, Enterprise Risk Management, Foreign Exchange Risk Management, and Financial Strategies for Value Creation. He frequently publishes research papers in peer-reviewed journals indexed in ABDC, ABS, Scopus, and Web of Science.

 

Invited Speakers/practitioners –Senior Academician/Trainer

How to Apply

For Registration - Click Here

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FORE School of Management
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New Delhi 110016

For registration/enquiries , please mail to exed@fsm.ac.in or call at +919166085159/+91 9810875278 /+91-11-46485562 /41242477


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