31st International Panel Data Conference

    • 31st International Panel Data Conference

    July 6-7, 2026

    Workshop

    There will be a post-conference workshop on Dynamic Panel Data Analysis in Stata on Wednesday, July 8, 2026, with two morning and two afternoon sessions running from 9:30 to 14:45. This workshop is co-organized with the Research Methods Center at the University of Exeter Business School.

    The workshop presentation slides and Stata do-files are available online:

    Part 1: Short-T Dynamic Panel Data Analysis

    Sebastian Kripfganz

    Sebastian Kripfganz is a Senior Lecturer (advanced assistant professor) in Econometrics at the University of Exeter Business School. He earned his Ph.D. in Economics from Goethe University Frankfurt in 2015, following an early career stint in economics at Bayerische Landesbank. His research focuses on dynamic panel data models, and he has developed influential Stata programs – including xtdpdgmm, xtdpdqml, xtdpdbc, xtivdfreg, xtdpdserial, and ardl – for estimation and testing in dynamic panel data and time series models. He is also a scientific co-organizer of the UK Stata Conference.

    Tentative list of topics to be covered in part 1:

    • Static versus dynamic models and short-run versus long-run effects
    • Nickell bias of the fixed-effects estimator
    • Bias-corrected estimation (Stata command xtdpdbc)
    • Quasi-maximum likelihood estimation (Stata command xtdpdqml)
    • Generalized method of moments (GMM) estimation (Stata command xtdpdgmm)
    • Specification tests (Stata commands xtdpdserial, underid)

    Part 2: Large-T Dynamic Panel Data Analysis

    Jan Ditzen

    Jan Ditzen is an Assistant Professor in Econometrics at the Free University of Bozen‑Bolzano, where he joined in 2021. He earned his Ph.D. in Economics from Heriot‑Watt University in Edinburgh and previously served as a Research Associate at Heriot‑Watt’s Centre for Energy Economics Research and Policy from 2017 to 2020. His research centers on applied econometrics, especially panel time series and spatial econometrics, growth empirics, simulation methods, and software implementation – culminating in Stata packages like xtdcce2, xtbreak, xthst, xtgrangert, xtnumfac, and simulate2. Since 2021, he has also served as Co‑Editor/Digital Media Editor of Spatial Economic Analysis.

    Tentative list of topics to be covered in part 2:

    • Characteristics of large-N, large-T panels
    • Introduction to cross-sectional dependence
    • Pooled versus individual slope coefficients
    • Common correlated effects (CCE) estimator
    • Testing for cross-sectional dependence using the CD test (Stata commands xtcd2, xtcde2, xtnumfac)
    • CCE estimation of static and dynamic models (Stata command xtdcce2)
    • Analysis of slope heterogeneity (Stata command xthst)
    • Advanced estimation methods (Stata commands regife, xtivdfreg)