2016 Stata Econometrics Summer School

Advanced training

12-15 Jul 2016, ISEG, Lisboa

Description


Timerlake 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 2016.

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.

Day 1: Single equation Linear Models
Large Sample Approximations, Method of Moments Estimation, Generalized Method of Moments

Day 2: Systems of Linear Equations and Panel Data Models
The General Model and Its Special Cases, Estimating Systems, Estimating Panel data Models

Day 3: Non-linear Models
Binary Outcome and Multinomial Models, Tobit Models, Selection Models and Count Data Models

Day 4: Stata Programming
Do-file programming, The ml, nl and gmm commands, Mata, Ado-file programming


Organizers:

Pierre Hoonhout (Universidade de Lisboa), David Leite Neves (Universidade de Lisboa) and Nicoletta Rosati (Universidade de Lisboa)

Schedule

TimeDay 1: Single equation
Linear Models
Day 2: Systems of Linear Equations
and Panel Data Models
Day 3: Non-linear Models
Day 4: Stata Programming
9:30-11:00Large Sample ApproximationsThe General Model and
Its Special Cases
Binary Outcome and
Multinomial Models
Reproducibel Research:
Do-file programming
11:30-13:00Method of Moments EstimationEstimating SystemsTobit ModelsTake advantage of the ml,
nl and gmm commands

LunchLunchLunchLunch
14:00-15:30Generalized Method of MomentsEstimating Panel data ModelsSelection Models and
Count Data Models
Using Matrices with Mata
16:00-17:30Practical SessionPractical SessionPractical SessionShape your own commands:
ado-file programming

Target audience

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.

Bibliography

Baum, Christopher F. (2009): An Introduction to Stata Programming, Stata Press
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.
Wooldridge, J. (2010): Econometric Analysis of Cross Section and Panel Data, MIT Press.

Price

Students Academics Other
535535875

Observations

Reduced rates apply as follows (Students and Academics/Other):
1 day: 200/340 EUR
2 days: 340/530 EUR
3 days: 450/710 EUR

Contacts

Timberlake Consultores

Tagus Park - Edifício Núcleo Central - Escritório 077
(2740-122 Oeiras)
Email: training@timberlake.pt
Tel: (+351) 21 424 01 43


Local information with:

CEMAPRE - Centre for Applied Mathematics and Economics

Rua do Quelhas, n.º 6
1200-781 Lisboa
Email: cemapre@iseg.ulisboa.pt
Tel: (+351) 213 925 876