Dynamic Factors and Time Series Analysis in Stata |
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Date: Location: Course duration: Software: Level: Delivered by: Course Code: |
18-19 June 2013 Cass Business School, London, UK 2-days Stata Introductory / Intermediate Dr Arnab Bhattacharjee, Heriot-Watt University ST-1-UK |
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Contents
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Course overview
This course focuses on factor analysis and factor models using Stata. A number of methodologies are discussed including principal factors, principal components, and dynamic factor models available in Stata 12, the latest release. No previous experience with Stata is required. The first day of the course will cover introductory topics such as data management and regression analysis in Stata. The last two days will focus on factor analysis.
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Agenda
Day 1
Session 1: Introduction to Stata
- Preliminaries: A typical Stata screen, Stata files and their organisation
- Organisation of Data Entry and Management
Session 2: Multiple linear regression and Time Series regression
- Simple linear regression and diagnostics
- Reading in data for time series analysis
- Basic time series operators
- Interpretation and inferences
Session 3: Practical session on regression
Session 4: Introduction to factor analysis
- Estimating factor loadings
- Factor analysis versus clustering and multidimensional scaling
- Selecting the number of factors
- Basic factor analysis using Stata
Day 2
Session 1: Factor rotations
- Types of rotation
- Implementing rotations in Stata
- Practical Session
Session 2: Practical session on estimating factor models and rotations
Session 3: Dynamic factor models
- Introduction to dynamic factor models
- Implementing dynamic factor models in Stata
- Common correlated effects
Session 4 Practical session on dynamic factor models
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Who should attend
The course is designed for applied researchers who are required to use factor analysis.
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Prerequisites
A basic understanding of statistics and regression analysis. Work experience with econometrics would be advantageous. No previous experience with Stata is required.
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Prices
Cost (per participant):
| Price |
| Commercial / Government | £1350.00 | |
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| Academic / Non-profit research | £1050.00 | |
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| Student registrations | £450.00 | |
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- A 20% discount is applied to early registrations (registrations made more than 6 weeks in advance of the course start date)
- All costs exclude local taxes, where applicable
- Late Registrations: Registrations made within 6-weeks before the start of the course
- Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrollment)
- Additional discounts are available for multiple registrations
- Cost includes course materials, lunch, refreshments and the use of computers (please advise us if you have any dietary requirements)
The number of delegates is restricted. Please register early to guarantee your place.
If you need assistance in locating hotel accommodation in the region, please notify us at at the time of booking.
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Registration
We welcome delegates to find out more and register for the course by contacting our sales and training team either by email: training@timberlake.co.uk, phone: +44 (0) 20 8697 3377 or by filling out an online registration form.
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Terms & Conditions
Payment of course fees required prior to the course start date.
Registration closes 5-calendar days prior to the start of the course.
- 100% fee returned for cancellations made over 28-calendar days prior to start of the course
- 50% fee returned for cancellations made 14-calendar days prior to the start of the course
- No fee returned for cancellations made less than 14-calendar days prior to the start of the course
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