Utrecht, Netherlands

Introductory Econometrics Using Stata

when 12 August 2024 - 23 August 2024
language English
duration 2 weeks
fee EUR 300

The course Introduction to Econometrics using Stata is in particular useful for students who lack sufficient knowledge of advanced statistics, regression analysis, and Stata.

During the course students will make use of the statistical software package Stata to estimate and evaluate econometric models. It will be an intensive course of lectures and tutorials.

The course will be taught on campus. Only if a student is unable to be present on campus, they may submit a motivated request for an online alternative to Sam Schalekamp (contact details on the right). Each request will be assessed individually. It is important to note that the on-campus course and the online alternative take place concurrently, requiring active participation in either format. The course fee will remain unchanged.

Regression analysis is an essential part of the toolkit of empirical economists. The aim of this intensive course is to provide an introduction to the linear regression model that is used in Econometrics. First, the course will refresh the principles of statistics, such as basic probability, statistical estimators, and statistical hypothesis testing. Next, it considers the multivariate linear regression model on many topics such as the Ordinary Least Squares estimator, the interpretation of the regression parameters, the standard error of the OLS-estimator, unbiased estimators, t-test and F-test, perfect multicollinearity, consequences of omitted variables, consequences of irrelevant variables, interaction effects, dummy variables, heteroskedasticity, time-series regression models, exogeneity and autocorrelation. The participants will gain further insight into these topics by Stata applications on data sets. There will be an exam towards the end, the date will be shared during the course.

Course leader

Prof. Wolter Hassink, Dr. Kattia Moreno Cueva and Dr. Tina Dulam

Target group

Prospective graduate students of the Utrecht University. The course is only open for prospective Master students of the Utrecht University School of Economics. The course is only open to prospective students of one of the master's programs of Utrecht University School of Economics.

Fee info

EUR 300: Course fee
EUR 400: Housing fee (optional). The housing costs do not include a Utrecht Summer School sleeping bag. This is a separate product on the invoice. If you wish to bring your own bedding, please deselect or remove the sleeping bag from your order once you apply for the course.

Register for this course
on course website