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
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.
For further details please contact the NCER Administration Coordinator:
Angela Fletcher
Queensland University of Technology
Email: a.fletcher@qut.edu.au