Centre for Panel Data Analysis (PanDA)
The Centre for Panel Data Analysis (PanDA)
PanDA is an interdisciplinary research centre, the primary objective of which is the advancement of panel data econometric methods for the investigation of pressing societal and economic problems. Panel data contains observations of multiple phenomena obtained over multiple time periods for the same individuals, firms, or countries. Because of its two-dimensionality, unlike pure time-series or cross-sectional data, analysis of panel data potentially allows the researcher to undertake in-depth analysis of agents’ spatio-temporal behaviour. To date, panel data analysis has had a great impact on society and the community. For example, the British Household Panel Survey has transformed our understanding of the complex trends affecting UK society, and has informed long-term policy-making in many areas of government. Panel data has become widely available in both developed and developing countries and has found substantive applications in many disciplines within the social and biological/health sciences in particular. In the era of Big Data, the development of panel data econometric methods has become more sought after than ever.
PanDA initiative:
We propose our unique “PanDA initiative”, which will create new, exciting research dynamics by providing a suitable hub through which to stimulate and foster interactions between York academics, world-leading researchers, and individuals outside academia such as policy makers. These interactions are expected to result in highly valuable research outputs for the academic community and practitioners, which will provide the foundation to tackle the urgent problems the world is facing. On the PanDA stage, researchers work together on inspiring, distinctive research projects based on the interaction between the applied area’s demands for new methodologies and the supply of new methodologies by econometric theorists. Our research results carry the potential to have a significant impact on domestic and international policy, industry, and society.
Who we are?:
We are based on Department of Economics and Related Studies, University of York, UK.
On-going Research Projects:
News:
25 April 2023, seminar, Ron Smith (Birkbeck), "The role of pricing errors in linear asset pricing models with strong, semi-strong, and latent factors".
16 March 2023, seminar, Amos Golan, "What Information Theory Brings to Modeling and Inference" (abstract)
Two-day PanDA course: 13-14 March 2023, "Information-Theoretic Modeling and Inference: Theory and Practice" by Professor Amos Golan
4-5 April 2022, in-person lecture, Whitney Newey (MIT),
"Introduction to Debiased Machine Learning"
25 Oct 2021, in-person seminar, Victor Chernozhukov (MIT)
24-25 September 2018, York - Hiroshima Joint Symposium 2018, "Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis": Invited speakers include Prof Alexey Onatskiy (University of Cambridge) Dr Anders Bredahl Kock (University of Oxford) Dr Daniele Massacci (Bank of England). This event is supported by JSPS London, ESRC and DERS, University of York)
