The National Centre for Econometric Research (NCER) will hold a short course on STATA programming on Tuesday 4 August to Thursday 6 August in Z850 with Professor Christopher Baum.

Times

Tuesday 4 August – 9am to 12pm
Wednesday 5 August – 9am to 12pm
Thursday 6 August – 9am to 12pm

Location

This short course will be held in room Z850, Z Block, Gardens Point Campus, Queensland University of Technology, Brisbane.

Course Convener

Professor Christopher (Kit) Baum, Boston College and DIW Berlin

Course

Session 1

ado-file programming

  • ado-file programming: a primer
  • examples of ado-file programming
  • egen function programs
  • programs for ml, nl, nlsur
  • maximum likelihood estimation of distributions' parameters
  • programs for gmm
  • programming for prefix commands: simulate, bootstrap, rolling

Session 2

Mata programming I

  • introduction to Mata
  • Mata fundamentals
  • Mata's interface functions
  • calling Mata with a single-line command
  • components of a Mata function
  • calling Mata functions
  • some examples of Stata-Mata routines

Session 3

Mata programming II

  • Mata-based likelihood function evaluation
  • pointers and structures in Mata
  • associative arrays in Mata
  • optimization in Mata: GMM-CUE
  • additional examples of estimation and optimization

Notes

Session 1 (pdf, 1012kb)

Session 2 (pdf, 177kb)

Session 3 (pdf, 182kb)

Suggested reading

Suggested reading: C F Baum, An Introduction to Modern Econometrics using Stata, Stata Press, 2006, and An Introduction to Stata Programming, Stata Press, 2009 (2nd edition forthcoming).

Enquiries and Registration

This course is free-of-charge for members of our Institution Partners, however there is a cost involved for other participants.

Register to attend

For further details please contact the NCER Administration Coordinator:

Angela Fletcher
Queensland University of Technology
Email: a.fletcher@qut.edu.au