STATA Analysis Support

Stata is a complete, integrated statistical software package that provides all your data science needs such as data manipulation, visualization, statistics and automated reporting.

If you call us after you have prepared the data set on which you want to be analyzed with econometric models, either according to time series or panel data series, we will perform statistical analysis and studies related to your data subject to this study at reasonable costs.

If you say "don't bother me, you prepare the data set", it's not a problem for us.

If you are a master's or doctoral student, call us for assignments, presentations, projects, dissertations or academic publications you need to do with stata, let's determine our roadmap together and according to the econometric model you need time series and panel data stata analysisLet's do it with reasonable costs according to current methods.

For the econometric model you need, we can perform your time series and panel data stata analysis according to current methods with the following initial costs:

from 250 USD for your homework,
from 450 USD for your academic papers or presentations,
from 800 USD for your master's thesis,
from 1.600 USD for your doctoral thesis.

There are many different ways and methods in Panel Data and Time Series Econometrics.

For example; "spatial panel data analysis" is an extremely complex analysis method.

So, the cost of such a study would be much higher than a standard panel data analysis.

For the exact cost, it will be sufficient to detail your need.

Our Youtube Channel for Step by Step Panel Data Analysis with Stata "StataTurk'"you can follow.

Linear Panel Data Models and Prediction Methods

Classical Model: Pooled least squares method
First Differences Method

Bidirectional Panel Data Models and Prediction Methods

Two-Way Fixed Effects Model
Shadow Variable Least Squares Method
Intra-Group Estimation Method
Two-Way Random Effects Model
Generalized Least Squares Method
Maximum Likelihood Method

Tests of Basic Assumptions in Panel Data Models

Heteroskedacity, Autocorrelation and Inter-Unit Correlation Tests in the Classical Model
Heteroskedasite in Classic Model
Breusch-Pagan/Cook-Weiesberg Test
White Test
Autocorrelation in the Classical Model
t test
Durbin-Watson Test
Durbin's Alternative Test
Breusch-Godfrey Test
Wooldridge Test

Resistive Estimators and Methods in the Presence of Heteroskedacity, Autocorrelation, and Inter-unit Correlation

Huber, Eicker and White Estimator
Arellano, Froot and Rogers Estimator
Wooldridge Estimator
Newey-West Estimator
Ansel's Estimator
Parks-Kmenta Estimator
Beck-Katz Estimator
Driscoll-Kraay Estimator
AR(1) Residual Linear Regression Model Estimator
Generalized Equality of Prediction Population Mean Model Estimator

One-Way Unit Effects Panel Data Models and Estimation Methods

Fixed Effects Model
Shadow Variable Least Squares Method
Intra-Group Estimation Method
Between Groups Estimation Method
Pooled Least Squares Method
Maximum Likelihood Method
Generalized Least Squares Method
Flexible Generalized Least Squares Method
Random Effects Model
Pooled Least Squares Method
Maximum Likelihood Method
Generalized Least Squares Method
Flexible Generalized Least Squares Method
General Flexible Generalized Least Squares Method
Two-Step Generalized Least Squares Method

Tests of Basic Assumptions in Panel Data Models

Heteroskedacity, Autocorrelation and Inter-Unit Correlation Tests in the Fixed Effects Model
Heteroskedasite by Units in the Fixed Effects Model
Modified Wald Test
Autocorrelation in the Fixed Effects Model
Baltagi-Wu Test
Durbin-Watson Test of Bhargava, Franzini, and Narendranathan
Inter-Unit Correlation in the Fixed Effects Model
Breusch-Pagan Lagrange Multiplier Test
Pesaran Test
Friedman Test
Frees Test

Comparison of Estimators of Panel Data Models

In-Group Estimator and Shadow Variable Least Squares Estimator for Fixed Effects

Within-Group Estimator and First Differences Estimator for Fixed Effects

Flexible Generalized Least Squares Estimator and Pooled Least Squares Estimator for Random Effects

Random Effects Estimator and Fixed Effects Estimator

One-Way Time Effects Panel Data Models and Estimation Methods

One-Way Fixed Time Effects Model
Shadow Variable Least Squares Method
Intra-Group Estimation Method
One-Way Random Time Effects Model
Maximum Likelihood Method

Tests of Basic Assumptions in Panel Data Models

Heteroskedacity, Autocorrelation and Inter-Unit Correlation Tests in the Random Effects Model
Heteroskedasite in the Random Effects Model
Breusch-Pagan Lagrange Multiplier Test
Levene, Brown and Forsythe Test
Autocorrelation in the Random Effects Model
Durbin-Watson Test of Bhargava, Franzini, and Narendranathan
Baltagi-Wu Test
Lagrange Multiplier and Adjusted Lagrange Multiplier Test
Inter-Unit Correlation in the Random Effects Model
Pesaran Test
Friedman Test
Frees Test

Tests Used to Decide Among Estimators

Test of the Classical Model
F Test
Likelihood Ratio Test
Breusch-Pagan Lagrange Multiplier Test
Adjusted Lagrange Multiplier Test
Score Test
Wooldridge Test
Tests Used to Choose Between the Fixed Effects Estimator and the Random Effects Estimator
Hausman Test
Wald Test
t-Test
F Test

Our Youtube Channel for Step by Step Panel Data Analysis with Stata "StataTurk" you can follow.