Introduction to Econometrics using Stata

About

COURSE TOPICS:
- Simple regression analysis
- Properties of OLS estimators and hypothesis testing
- Multiple regression analysis: estimation and statistical inference
- Multiple regression analysis: multicollinearity, dummy variables and instrumental variables
- Heteroscedasticity and autocorrelation
- Model selection: criteria and test

Course leader

Zorica Mladenović, Full Professor Aleksandra Nojković, Full Professor Aleksandra Anić, Assistant Professor Emilija Maksimović, PhD student

Course aim

The objective of this course is to provide the basic knowledge in econometrics and prepare participants for empirical work in economics. This one-week school (5 days) gives the opportunity to consider actual economic data to test economic theories with a direct application in Stata. The course is interactive and includes both a theory review and computer practical sessions using Stata. Within practical sessions, real data econometric issues will be covered using both cross-sectional and time series data.

Fee info