This course will cover topics at the intersection of machine learning and econometrics.
The course covers a mix of theory and applications. Using Breiman’s (2001) notion of two cultures in the use of statistical modelling, we start with a review of the fundamental differences between machine learning and econometrics.
Join us for our sixth annual Stata Econometrics Winter School taking place in Oporto, Portugal. The school comprices five individual Stata courses providing attendees with the flexibility to register only for the courses that they find most relevant to their research interests. The individual courses will cover: Introduction to Stata; Data Analysis, Linear Regression, and Spatial Econometrics; Managing Output Files; Linear Panel Data Models;
This three-day course will explore five important topics in high-dimensional econometrics: panel spurious regressions, estimation of autocorrelation parameter in a detrended large panel, change point estimation and testing in large panels, weak instrument problem in large panels, and incidental parameters problem in dynamic linear panels.
This course provides tips and tricks on how to efficiently use Stata and easily transfer tables and model results to article manuscripts. The Course provides several practical examples and uses a learning by doing technique to deliver results to attendees. The course focuses on the Stata commands currently available as well as additional resources provided by the Stata-users community.
Our web based Time Series Analysis with EViews course provides a complete introduction to time series modelling and forecasting with EViews.
This course focuses on the fundamental concepts required for the analysis, modelling and forecasting of time series data. The course provides an introduction to the theoretical foundation of time series models and a practical guide to the use of time series analysis techniques implemented in Stata 15.
This course provides basic concepts of data management and how to do it efficiently using Stata. We provide several examples and use learning by doing techniques. The course focuses on available Stata commands and additional resources provided by the Stata-users community.
Our fifth annual Stata Winter School comprises a series of four separate short courses that allows the flexibility to attend one, a combination of or all courses consecutively. The individual courses will cover: Data Management, Data Visualisation, Panel Data and Regression Models using Stata.