Taking place in London at Cass Business School on 15 - 17 April 2019, the course will cover these approaches: Regression adjustment (parametric and nonparametric), Matching (on covariates and on propensity score), Reweighting and Double-robust methods, Selection models, Instrumental-variables approaches, Difference-in-differences, and Regression discontinuity design.More information
Taking place in London at Cass Business School on 1 - 4 April 2019, this 4-day course focuses on practical programming needs arising when dealing with large datasets, multiple data sources and the programming tools which may help in routinising complex tasks and automating pieces of your work.More information
Taking place on 23 May 2019, our half-day web based course provides a complete introduction to time series modelling and forecasting with EViews. It provides a good and practical understating of the best performing univariate and multivariate time series models used in financial applications and strong background in forecasting.More information
Stata version 15 includes a new command, stintreg, which provides you with the familiar streg parametric survival regressions, while allowing for interval-censored data.More information
Stata 15 has a command power that allows users tremendous flexibility in determining sample size, power of test, and graph those.More information
Learn how Stata 15's tobit models include multilevel versions with random intercepts and random slopes.More information
New in Stata 15, the
threshold command allows you to look for changes in the relationship between variables when conducting time series analysis.
A major new release version of OxMetrics econometric software is now available.
Prof. Sir David Hendry and Dr. Jennifer Castle discuss possible approaches to building a model of a given dataset in the CEPR's VOX online platform.More information
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Absolutely beautiful session on a very difficult subject given by an experienced and gifted teacher in a logical and easy way. I couldn't be more satisfied."
Having insights from someone using Stata proficiently, and to not only learn but discover other tracks to follow to improve my proficiency with Stata"
Excellent course, I have learnt a lot"
I found it so helpful to be guided through analysis on Stata, and not just how to code the analysis but also how to interpret the output. The course has definitely made my every day job a lot easier and I feel I now have a much stronger understanding."
Comprehensive and effective teaching; now I know how to use Stata"
Everything the trainer talked about was clear and followed by examples on how to implement it. Fantastic class all together!"
The mixture between theory and practice was very useful"
This was a great course. The Professor was spectacular and it was a privilege to sit in his class."
I found the Professor's ability to convey the intuition behind the key concepts in a manner that could be easily understood was the most useful aspect of the course. He is clearly a cut above others in his ability to do this. One of the best I have ever come across."
I was able to ask questions from the lecturer related to my current research work and received very useful suggestions."
The hands-on approach with OxMetrics was excellent. Professor Harvey is a fantastic teacher!"
Dr Weeks taught/explained it in a whole new way. The focus wasn't just on Stata but the theory behind the econometrics as well which really improved my understanding."
Our 2019 Econometrics Summer School, Cambridge will be held at Wolfson College, University of Cambridge. The School comprises 3x 2-day econometrics short courses delivered by leading Econometricians from the University of Cambridge: Prof. Andrew Harvey, Prof. Sean Holly and Dr. Melvyn Weeks.
The three courses comprising the School are - Microeconometrics / Time Series Analysis & Modelling / Macroeconomic Modelling & Forecasting.View full course details