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London UK » Jun 2014 » Stata » Mata » Microeconomics » Programming » Bookmark and Share

Microeconometrics with Mata

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25 June 2014
Cass Business School, City University London, UK (View map)
1-day
Stata
Microeconomics / Programming (Intermediate)
Prof. Alfonso Miranda, Center for Research and Teaching in Economics (CIDE), México (View profile)
ST-39-UK
Cass Business School, City University London Stata  Stata 13    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Syllabus Agenda Prerequisites Testimonials Prices Registration T&C’s  

Overview

Please note: This course was previously combined with an Introduction to programming in Mata, as part of a two-day course.

Timberlake Consultants, official distributor of Stata to the UK & Ireland, Spain, Portugal, Poland, the Middle East & North Africa and Brazil, invite you to attend the following one-day course to be held at Cass Business School, City University London, UK on 25 June 2014. The course will be delivered interactively using Stata 13.

Mata is Stata’s matrix programming language that can be used interactively or as an extension for do-files and ado-files. Mata can be used by Stata users who want to think in matrix terms and perform (not necessarily simple) matrix calculations interactively, or by advanced Stata programmers who want to add features to Stata that require heavy numerical calculations which Mata will perform more efficiently. This course aims to introduce the student to the main methods used in microeconometrics using a matrix algebra approach and to show how to implement those methods in Mata.

The course requires knowledge of matrix algebra and good understanding of the main building blocks of programming in Mata, so taking the Introduction to programming in Mata course on 24 June 2014 is highly recommended. Previous knowledge of econometrics for cross-section and panel data will be useful, though not a prerequisite.

 

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Syllabus

  • Ordinary least squares and Generalised least squares in Mata
    • Writing a OLS programme in Mata step-by-step
    • Generalised least squares (GLS)
    • Workshop: writing a GLS program in Mata
  • Instrumental variables (IV) and two-stage least squares (2SLS)
    • IV and 2SLS: a brief introduction to the methods
    • Workshop: writing a IV/2SLS program in Mata
  • Dealing with Panel Data
    • Setting up panel data
    • Obtaining panel subviews
  • Random and fixed effects linear model by FGLS with robust SEs
    • Brief introduction to the methods
    • Workshop: writing REFGLS and FEFGLS programs in Mata
  • Moptimize
    • Introduction to moptimize
    • moptimize flavours
  • Estimating a Probit model by ML using moptimize
    • Brief introduction to the Probit model and Maximum likelihood estimation
    • Example of a lf evaluator
    • Example of a d0 and d1 evaluator
    • Workshop: writing a d2 and gf1 Mata evaluator
  • Maximum likelihood with Mata evaluators
    • Brief introduction to ML in Stata
    • moptimize vs. optimise
    • ML flavours
  • Estimating a Probit model by ML with Mata evaluators
    • Example of a lf evaluator
    • Example of a d0 evaluator
    • Example of a d1 evaluator
    • Workshop: writing a d2 and gf1 ML program with a Mata evaluator
  • Estimating systems of linear equations by GMM
    • Brief introduction to systems of linear equations and GMM
    • using moptimize() to implement GMM estimators in Mata
    • the gmm command in Stata
    • Implementing gmm evaluators using Mata functions

 

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Preliminary Agenda

  • 09:15 - 09:30: Welcome
  • 09:30 - 10:45: OLS, IV, GLS
  • Break
  • 11:00 - 12:15: Dealing with Panel Data, Random and Fixed effects
  • Lunch
  • 13:30 - 14:15: Probit and Maximum likelihood with moptimize
  • 14:15 - 15:00: Maximum likelihood with Mata evaluators
  • Break
  • 15:00 - 17:00: Implementing GMM evaluators using Mata

Reading

  • Cameron, C.A., and Trivedi, P.K., (2005). Microeconometrics: Methods and Applications. Cambridge University Press.
  • Cameron, C.A., and Trivedi, P.K., (2010). Microeconometrics Using Stata, Revised Edition. Stata Press. (Available in the Timberlake Bookshop)
  • Gould, W., Pitblado, J., and Poi, B., (2010). Maximum likelihood estimation with Stata, Fourth Edition. Stata Press. (Available in the Timberlake Bookshop)
  • Stata Reference Manual. Stata Press. (Available for PDF download)
    Wooldridge, J.M., (2010). Econometric Analysis of Cross Section and Panel Data, Second Edition. The MIT Press.

 

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Prerequisites

Basic knowledge of matrix algebra and programming in Mata is essential. Prior knowledge of econometrics for cross-section and panel data will be an advantage though not a prerequisite.

 

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Feedback & Testimonials

Coming soon.

 

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Prices

Cost (per participant):

Registration type Price (inc. VAT)
Commercial / Government £540.00 Purchase Training Button
Academic / Non-profit research £420.00 Purchase Training Button
Student registrations £180.00 Purchase Training Button
Click here for Pricing FAQs »
  • 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 enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, we can also provide laptops free of charge to attending delegates).
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.

The number of delegates is restricted. Please register early to guarantee your place.

 

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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

For full Training Courses Terms & Conditions please click here.

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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Last modified: 2014-07-07 10:18:32
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