Faculty Development Programme on ‘Advanced Panel Data Analysis’ | Dr. Miklesh Yadav | IIFT Kakinada

Faculty Development Programme: Advanced Panel Data Analysis (in GRETL)

Dates: 17–20 September 2025

Time: 06:00 PM – 08:30 PM (IST)

Mode: Online (Google Meet)

Organiser: ServiceSetu Academics

About the FDP

A four-day, application-focused programme designed to help faculty, doctoral scholars, and researchers master modern panel-data techniques using GRETL. The sessions combine concepts, estimation, diagnostics, and publication-ready reporting.

Programme Schedule

Day 1 – Foundations (17 Sept.)

• Concept and types of panel data: balanced vs unbalanced; short vs long panels
• Individual (unit) effect and time effect
• Creating panel datasets in GRETL; setting IDs and time index
• Estimation model of panel data; pooled OLS model

Day 2 – Model Choice & Tests (18 Sept.)

• Fixed Effects and Random Effects methods; interpretation and use-cases
• Two-year panel considerations
• Hausman test for FE vs RE
• First Difference model
• Assumptions to test in panel regression; robust/clustered standard errors

Day 3 – Endogeneity & Dynamic Panels (19 Sept.)

• Concept of endogeneity and its consequences
• Dealing with endogeneity; instrumental variables
• Concept of dynamic panel data; Nickell bias
• Building intuition for valid instruments

Day 4 – GMM Toolkit (20 Sept.)

• Generalized Method of Moments (GMM)
• Difference GMM (Arellano–Bond) and System GMM (Blundell–Bond)
• Sargan/Hansen tests and model diagnostics
• Practical selection between Difference and System GMM

Key Takeaways

• Confidently choose between pooled OLS, FE, RE, FD, and dynamic panel models
• Implement endogeneity solutions and IVs in panel settings
• Run Difference and System GMM in practice and interpret diagnostics
• Produce clean, publication-ready outputs from GRETL

Speaker

Dr. Miklesh Prasad Yadav

Assistant Professor & In-Charge, Research Division, Indian Institute of Foreign Trade (IIFT), Kakinada

• 15+ years of teaching experience
• 72 research papers in ABDC/ABS/Web of Science/Scopus, including 14 in ABDC-A
• Guest Editor: International Journal of Public Sector Performance Management (Scopus)
• Guest Editor: Journal of Content, Community & Communication (Scopus)
• Delivered lectures as resource person in 190+ workshops/FDPs at premier B-Schools

Registration & Fee

• Indian participants: INR 1,250
• Foreign nationals: USD 40
• ServiceSetu Premium Members: No fee - Become a Premuim Member
• Certificate and recordings will be provided.
• Limited Seats - First come, first served

How to register:

• Use the appropriate registration link for Indians or Foreign Nationals (or scan the QR codes on the flyer).
• For a direct link, write to us and we will share the registration page.

Who Should Attend

• Faculty members and academic researchers in economics, finance, management, and social sciences
• PhD/Doctoral scholars working with panel/longitudinal data
• Analysts interested in applied econometrics using open-source tools

Contact

• Website: www.servicesetu.org
• Email: info@servicesetu.org
• WhatsApp/Call: +91 93479 83215