Econometrics using Stata
Date: Location: Course duration: Software: Level: Delivered by: Course Code:	9-11 September 2013 Cass Business School, London, UK 3-days Stata Introductory / Intermediate Christopher F. Baum, Department of Economics, Boston College ST-122-UK

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Course overview

Timberlake Consultants invite you to attend the following three day course to be held at Cass Business School, London, UK. The course will be delivered interactively using Stata 12.

The course starts with an overview of Stata and using Stata for Data Management, including working with the command line and reading/writing external data. This is followed by sessions on estimation and forecasting: OLS, IV, IV-GMM; panel data estimation and forecasting; time series estimation and forecasting; and finally automation and programming using Stata (including an introduction to Mata).

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Agenda

Day 1

Session 1 (3 hours): Using Stata for Data Management and Reproducible Research

• Overview of the Stata environment
• Working with the command line
• Data management: principles of organisation and transformation
• Reading external data
• Writing external data
• Combining data sets
• Reconfiguring data sets

Session 2 (3 hours): Estimation and Forecasting: OLS, IV, IV-GMM

• Linear regression methodology
• Regression with indicator variables
• Using factor variables
• Computing and graphing marginal effects
• Instrumental variables estimators
• Tests of overidentifying restrictions
• Testing for i.i.d. errors in an IV context
• Nonlinear least squares estimators
• Ad hoc GMM estimation

Day 2

Session 3 (3 hours): Panel Data Estimation and Forecasting

• Panel data management
• Estimation for panel data
• Fixed effects, between effects, random effects models
• First difference models
• Seemingly unrelated regressions (SURE) models
• Ex ante forecasting from SURE
• Instrumental variables panel models
• Dynamic panel data (DPD) models and diagnostics
• Ex ante forecasting from DPD

Session 4 (3 hours): Times Series Estimation and Forecasting

• Time series data management
• Rolling-window estimation
• Structural break models
• Time series filtering
• Unobserved components models
• ARIMA and ARMAX models
• ARCH, GARCH, MGARCH models
• Vector autoregressive models
• Vector error correction models
• Stata’s additional capabilities for time series data

Day 3

Session 6 (full day): Automation and Programming with Stata

• Programming with do-files
• Do-file programming: recipes
• Programming with ado-files
• Ado-file programming: developing a Stata command
• Programming ml, nl, nlsur, gmm function evaluators
• Programming egen functions
• Introduction to Mata
• Mata language elements
• Design of a Mata function
• Mata programming: interfacing with Stata
• Some examples of Stata-Mata routines

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Prices

Prices

Cost (per participant):

Commercial / Government	£1350.00
Academics / Non-profit Research	£1050.00
Student registrations	£450.00

• 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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