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London UK » Jun 2015 » Stata » Macroeconomics » Finance » Bookmark and Share

Dynamic Factor Models Using Stata (II/III)

Delivered by:
Course Code:
Tuesday, 2 - Wednesday 3 June 2015
Cass Business School, City University London, UK (View map)
Econometrics & Statistics, Macroeconomics, Finance
Dr. Arnab Bhattacharjee, Heriot-Watt University (View profile)
Cass Business School, City University London Stata  Stata 13    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Agenda Prerequisites Testimonials Prices Registration Terms & Conditions  


Timberlake Consultants invite you to attend the following two day course to be held at Cass Business School, London, UK on 2-3 June 2015. The course will be delivered interactively using Stata 13.

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 13, 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 second day will focus on factor analysis.

The course is designed for applied researchers who are required to use factor analysis.


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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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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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Feedback & Testimonials

Delegate feedback for courses is made available via our training associate profiles. Click here to view feedback from previous course sessions with Dr. Arnab Bhattacharjee.


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Cost (per participant):

Registration type Price (inc. VAT)
Commercial / Government £1,080.00 Purchase Training Button
Academic / Non-profit research £840.00 Purchase Training Button
Student registrations £360.00 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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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: 2014-12-12 12:31:39
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