Time Series Analysis for Political and Social Data
This course provides an introduction to time series methods and their application to social science research. Many of our theoretical questions in the social sciences are implicitly temporal in nature – such as whether a change in public policy leads to a change in social behaviour, whether that relates to recycling, voting or offending, and the widespread availability of social and political longitudinal data make it possible to address them. There are specific issues associated with time series data – due to their temporal structure and dependence – that requires careful attention. This course will introduce participants to the time serial structure of social and political data, fundamental concepts in time series analysis, diagnostic tests for different time series processes (i.e. stationarity and unit root), and static and dynamic regression models (including “ARIMA”, autoregressive distributed lag and error-correction models) for social and political variables.
The course covers:
By the end of the course participants will:
The target audience for this event is academics or government researchers from the social sciences (not including economics) with some background in quantitative methods in general, but no experience of time series analysis specifically. This may range from PhD students to more advanced researchers looking for an introduction to a new method.
If possible, please bring one or more social/political time series that are relevant to your research (e.g. crime rates, survey data on vote intentions or support for government cuts, social trust indicators).
Some knowledge of linear regression models is assumed but prior training in time series analysis is not required or expected. The course will make use of basic algebra. The computer workshop will use Stata. Some familiarity with Stata would be helpful but for those without preparatory materials will be provided ahead of the course and the teaching materials will provide a crash course during the session.
Paul Kellstedt and Guy Whitten. (2013). The Fundamentals of Political Science Research. Cambridge University Press. Chapter 11.
Mark Pickup. (2014). Introduction to Time Series Analysis. Sage.
Janet M. Box-Steffensmeier, John R. Freeman, Jon C. W. Pevehouse and Matthew Perry Hitt. (2014). Time Series Analysis for the Social Sciences. Cambridge University Press.
20th June 2017 – 21st June 2017
Professor Will Jennings
The fee per day is:
All fees include event materials, lunch, morning and afternoon tea. They do not include travel and accommodation costs.
Full refund for cancellation three weeks before the course, NO refunds can be made after this date.