Timberlake Portugal and Cemapre (Technical University of Lisbon) are jointly organizing a Summer School in Econometrics. The Summer School aims to provide the full set of tools and techniques that any modern applied economist needs to know. Participants will learn the fundamental principles of modern econometrics, and will also learn how to apply the techniques properly using the software Stata.

The course will take place at Cemapre (ISEG), in the center of Lisbon, in July 2013.

Course outline

Tuesday 9 July 2013

Single Equation Linear Regression Models and GMM

09:30-11:00 Large Sample Approximations
11:30-13:00 Method of Moments Estimation
Lunch
14:00-15:30 Generalized Method of Moments
16:00-17:30 Practical session
Wednesday 10 July 2013

Systems of Linear Equations and Panel Data

09:30-11:00 The General Model and Its Special Cases
11:30-13:00 Estimating Systems
Lunch
14:00-15:30 Estimating Panel data Models
16:00-17:30 Practical session
Thursday 11 July 2013

Nonlinear Cross-sectional Models

09:30-11:00 Binary Outcome and Multinomial Models
11:30-13:00 Tobit Models With and Without Endogeneity
Lunch
14:00-15:30 Selection Models and Count Data Models
16:00-17:30 Practical session
Friday 12 July 2013

Nonlinear Models for Panel Data

09:30-11:00 Panel Probit/Logit Model
11:30-13:00 Panel Tobit Model
Lunch
14:00-15:30 Panel Count Data Models
16:00-17:30 Practical session

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Target

The Summer School is suitable for Academic Staff, Masters/PhD students and professionals that need to analyse data. It aims to offer an effective way to reach an advanced level of econometric analysis. Therefore, in order to get the most out of the course, basic knowledge of statistics and econometrics is required. The course will be taught in English.

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Course instructors

Dr. Pierre Hoonhout (Email)

ISEG and Cemapre

 

Dr. Nicoletta Rosati (Webpage)

ISEG and Cemapre

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Date & Schedule

Date: 9-12 July 2013
Duration: 24 hours – 6 hours per day
Schedule: 09h30m – 17h30m

[coffee-breaks: 11:00-11:30 + 15:30-16:00; lunch: 13:00 – 14:00]

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Location

ISEG - INSTITUTO SUPERIOR DE ECONOMIA E GESTÃO
Rua do Quelhas, n.º 6
1200-781 Lisboa


For more Information visit Cemapre website


See Larger Map

 

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Price

Until 9 June After 9 June
Students Academics Others Students Academics Others
1-day course 130 200 275 170 250 340
2-day course 220 330 440 250 375 500
3-day course 290 440 595 330 495 660
4-day course 350 540 720 395 595 790

Prices do not include VAT (23%)

 

The fee includes coffee-breaks and lunches. The course materials will be provided in electronic format. Payment of course fees required prior to the course start date.

 

Available places: 20
During the course there will be one computer per student with access to the internet. You are welcome to bring your own laptop.

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References

• Arellano, M. and B. Honoré (2001): "Panel Data Models. Some Recent Developments", in J. Heckman and E. Leamer (eds.), Handbook of Econometrics, Vol. 5, Elsevier Science.

 

• Chamberlain, G. (1984): "Panel Data", in Z. Griliches and M. D. Intriligator (eds.), Handbook of Econometrics, Vol. 2, Elsevier Science.

 

• Hayashi (2001) Econometrics, Princeton University Press.

 

• Honoré, B. (2002): "Nonlinear Models with Panel Data", Portuguese Economic Journal, 1, 163-179.

 

• Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data, MIT Press.

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Registration

You can register by filling this registration form:

Select wanted modules (At least one is mandatory)
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If you have any questions, please contact CEMAPRE by Email: statasummerschool@cemapre.iseg.utl.pt or by phone (+351) 213925876

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Staying in Lisbon

Bairro Alto Hotel
Praça Luís de Camões 2
1200-243 Lisbon, Portugal
213 408 288
www.bairroaltohotel.com
Tripadvisor Review

 

Hotel York House

Rua Janelas Verdes
1200-691 Lisbon, Portugal
213 962 435
www.yorkhouselisboa.com
Tripadvisor Review

 

As Janelas Verdes
Rua Janelas Verdes 47
1200-690 Lisbon, Portugal
213 968 143
www.asjanelasverdes.com
Tripadvisor Review

 

Casa do Patio Bed & Breakfast
Travessa Caldeira 19
1200-084 Lisbon, Portugal
91 417 6969
Tripadvisor Review

 

Evidencia Light Santa Catarina Hotel
Rua Doutor Luís de Almeida e Albuquerque 6
1200-154 Lisbon, Portugal
213 461 009
www.evidenciahoteis.com
Tripadvisor Review

Visit Lisbon

Things to do in Lisbon (Tripadvisor)

Visit Lisbon

For more Information and Directions visit Cemapre website

 

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Contacts

Cemapre
Rua do Quelhas 6
1200-781 Lisboa
Portugal
Phone: +351-21 3925876
Email: statasummerschool@cemapre.iseg.utl.pt

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