

The Center for the Study of Democratic Citizenship is happy to presents:
7th CSDC Method Winter School
Olivier Jacques, Panel data analysis*
*the workshop will be in French
When: February 9, 2021, from 1pm to 3pm.
Registration: If you are interested in participating in one or several of the Winter School workshops, you need to register. Please register here at least 2 days before the workshop.
About: The workshop will address issues in modelling time-series cross-sectional data, otherwise known as panel datasets. This type of data is very common in political science as they involve that the data has multiple temporal observations for each units of analysis (multiple individuals overserved overtime, multiple countries observed overtime, etc.). The workshop will first deal with the issue of whether the data can be “pooled”, meaning that we can ignore the fact that some observations are gathered from the same unit (country, individual). Then it will introduce the concept of random and fixed effects to control for unexplained unit-level differences in outcomes across units.
Then, the workshop will move towards dealing with stickiness overtime and the fact that the data in one year almost certainly depends on the data in the year before (autocorrelation), which is the main issue in time series analysis. This will involve giving tips to detect autocorrelation of the error term as well as fixing and modelling autocorrelation, notably with the use dynamic models with lagged dependent variables. Finally, the workshop will the deal with the issue of stationarity in the time series and show how to detect a unit root time series, as regressing two-unit root series together often involves a spurious regression. I will introduce the concept of first-differencing the data to deal with the unit root process.
Full schedule and more details about each workshops of the Winter School available here.