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Course Description
Course Programme
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Terms and Conditions

Timberlake Consultants Ltd., the UK distributor of STATA, invites you to attend a 2-day Advanced Course.  This course will cover the theory and application of state space models to time series analysis and forecasting.  It will also cover the theory and application of dynamic factor analysis to problems in the social, financial, econometric and policy sciences.   Analytical examples will use Stata, space and dfactor, the well-known software package developed by StataCorp (USA). Data sets will come from these subject areas, but students may bring their own datasets.

Who should attend: Persons interested in the theory and application of state space models to solving problems of signal extraction, interpolation, forecasting and control in time series analysis and forecasting  as well as those interested in applying dynamic factor analysis to solving problems in the social, financial, econometric and policy sciences. Example data sets will come from these areas.

Mathematical Background Required
Prerequisites:  Basic Stata, basic linear algebra, some multivariate statistical analysis, and a basic course in time series analysis.
Recommended: Basic time series analysis with Stata

The Principal Lecturer: Robert A. Yaffee, Ph.D., a research professor at New York University and a senior research scientist/statistician on a U.S. National Science Foundation grant, served as a senior research/statistical consultant at the Academic Computing Services of the New York University Information Technology Services from 1989 until spring 2004.  Dr. Yaffee is author of a forthcoming book entitled An Introduction to Forecasting Time Series using Stata (expected publication date winter 2009-2010), and an author of a recent textbook entitled An Introduction to Time Series Analysis and Forecasting with Applications of SAS and SPSS (Academic Press, 2000). Yaffee has written articles on the design and planning of statistical analysis, logistic regression analysis, along with a number of articles on the psychosocial aspects of pathological gambling.   He has lectured on the research methods in empirical research, theory and programming of structural equation models, event history analysis, complex sampling, categorical data analysis, time series analysis, and quantitative epidemiological analysis.

From 1995 through 2000, he held the position of research scientist/statistician at Downstate Medical Center, working under a National Institute of Mental Health grant to study depression and anxiety on the part of immigrant groups within Brooklyn.  Before joining New York University, he served as an associate research scientist at the Columbia University School of Public Health on a National Institute for Drug Abuse grant.  From 1986 through 1990, he served as a member of the editorial board of the Journal of Gambling Behavior and from 1990 to 2004; he has served on the editorial board of the Journal of Gambling Studies.

The course fees are:  The cost includes course materials (handbook, all models, templates and add-ins), as well as complimentary lunch, refreshments and the use of computers.  The number of delegates is restricted. Please register early to guarantee your place.

Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department.

Cost - The course fees are