The National Centre for Econometric Research (NCER), together with Singapore Managment University, will hold a short course titled "Financial Econometric Modelling Using Stata" at SMU on March 13, 14 & 17.
Please contact Priscilla CHENG or Gladys NG for details.
Course Convener
Professor Stan Hurn, NCER, QUT
Schedule
| Date | Topic |
|---|---|
Thursday 13 March |
1. Stata and reproducible research (1.5 hrs) |
Coffee break |
|
2. Data management and manipulation (1.5 hrs) |
|
Friday 14 March |
3. .do file programming will application to linear factor models (1.5 hrs) |
Coffee break |
|
4. .do file programming will application to testing for bubbles (1.5 hrs) |
|
Monday 17 March |
5. Reproducing Diebold and Li (1996) Journal of Econometrics (1.5 hrs) |
Coffee break |
|
6. Reproducing Adams, Almeida and Ferreira (2007) Journal of Empirical Finance (1.5 hrs) |
Slides
Lecture 5
Stata files
.do files to accompany lecture 3
.do files to accompany lecture 4
.do files to accompany lecture 5