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Modern Econometrics with STATA

Description: This course will feature presentation of modern econometric methods and their use in carrying out applied econometric work with the software package STATA. Special emphasis will be given to applications involving panel data. The econometric topics to be covered will include:

  • linear regression models;
  • instrumental variables estimation;
  • cross-section models with limited dependent variables;
  • single- and multi-equation time-series models;
  • static linear panel data models;
  • dynamic linear panel data models;
  • panel data models with limited dependent variables.

An integral part of the course will be hands-on sessions where participants will work through empirical exercises using STATA.

Learning Objectives: The objective of this course is to refresh the participants’ knowledge of the main types of regression models used in econometric analysis, and learn how to start implementing these models in STATA.

Last updated: 2008-04-08

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