Applied Time Series Analysis and Forecasting with Stata and R (2026 DSS)

About

In order to understand the complicated economic, financial and business environment, it is vital to be able to quantify and analyse economic, financial and business data competently. Discrete choice and panel data analysis are among the most comprehensive approaches to achieve this goal. The purpose of this course is to review the linear regression model and then introduce, based on this, specialized topics of discrete choice and panel data analysis. The former include binomial, multinomial and ordered models, whereas the latter focus on static and dynamic approaches. The course is very much practically oriented; the methodological concepts are applied to actual data through various examples and case studies in economics, finance and business.

Course leader

Miroslav VERBIC, University of Ljubljana, School of Economics and Business, Slovenia

Target group

The Doctoral Summer School online courses are aimed at doctoral students, post-docs, academics and professionals from different fields and from all over the world.

Course aim

Objectives and competences of the course are the following: (1) to improve and expand the knowledge of quantitative skills with discrete choice and panel data methods; (2) to develop the capability to choose appropriate techniques for discrete choice and panel data analysis of various relationships in economics, finance and business; and (3) to develop the capability to correctly interpret the analytical results obtained or found in economics, finance and business. After completing this course, the student should be able to set up independently the research problem and perform applied discrete choice and panel data regression analysis.

Fee info