The National Centre for Econometric Research (NCER) will hold a short course titled "**Applied Econometrics using Stata ** on Monday 3 to Wednesday 5 March, 2014, from 9am to 1pm with Professor Kit Baum.

There is no charge to attend this course but participants will need to pay for their own expenses including morning tea and lunch.

Registration would be very much appreciated.

## Course Convener

Professor C F Baum, Economics Boston College

## Venue

Monday 3 March - OJW Room, Gardens Point, S Block, Level 12, Owen J Wordsworth Room

Tuesday 4 and Wednesday 5 March - Room O520, Gardens Point, O Block, Level 5

9am to 10:45am; 11:15am to 1pm each day.

## Syllabus Overview

**Session 1**

Using Stata for data management and reproducible research

- Overview of the Stata environment
- Working with the command line
- Data management: principles of organization and transformation
- Overview: concepts of programmability of tasks
- Accessing user-written routines
- Components of the user interface and file management
- Working with the do-file editor
- Working with local and global macros
- Updating the software and accessing user-written routines
- Factor variables
- egen row-wise functions
- egen under by-group control
- Importing data from external sources
- Data management: generate, replace, egen
- Tools for combining and reshaping data sets
- Tools for working with subsets of the data
- Exporting data to other formats

**Session 2**

Panel data estimation and forecasting

- Panel data management
- Estimation for panel data
- Fixed effects, between effects, random effects models
- First difference models
- Seemingly unrelated regressions (SURE) models
- Ex ante forecasting from SURE
- Instrumental variables panel models
- Dynamic panel data (DPD) models and diagnostics
- Ex ante forecasting from DPD
- Model specification, solution and dynamic forecasting

**Session 3**

Automation and Programming with Stata

- Production of summary statistics
- Production of estimates tables
- Production of sets of tables and graphs
- Should you be a Stata programmer?
- Tools for do-file authors
- Ado-file programming: a primer
- Examples of ado-file programming
- ml, egen, nl and gmm programming
- Introduction to Mata
- Mata language elements
- Design of a Mata function
- Mata's interface functions
- Some examples of Stata-Mata routines

Suggested reading: CF Baum, *An Introduction to Modern Econometrics using Stata*,

Stata Press, 2006, and *An Introduction to Stata Programming*, Stata Press, 2009.

## Notes

## Enquiries and Registration

For registration, please see the event registrations page.

For further details please contact the NCER Administration Coordinator:

Angela Fletcher

Queensland University of Technology

Email: a.fletcher@qut.edu.au