The aim of the workshop is to gather econometricians and economists, who are using or developing panel data methods for applied economic research.
Because of its ability to control for unobserved heterogeneity, usage of panel data has become increasingly popular in applied economic research. However, in certain instances there still remain issues with the validity of panel data methods. Examples of these are endogeneity, dynamic adjustments, weak identification, non-linear functional forms, social interactions and heterogeneous causal effects.
The programme therefore consist of invited papers that represent a wide range of panel data research addressing these issues. The local organizers are Maurice Bun (University of Amsterdam) and Arturas Juodis (University of Groningen).
The programme consists of invited papers that represent a wide range of panel data research.
Free of charge, please fill in this form before 1 April 2019 to register.
De Burcht, Henri Polaklaan 9, Amsterdam.