Introduction to Econometrics Using Stata
The course Introduction to Econometrics using Stata is in particular useful for students who lack a sufficient basic knowledge of statistics, regression analyses and/or Stata. During the course students will get an introduction to the statistical software package Stata that will be used to solve computer exercises. It is an intensive course of nine days, for which the participants get a 2.5 hours lecture and a 2 hours tutorial each day.
Regression analysis is an essential part of the toolkit of empirical economists. The aim of this intensive course is to provide an introduction to the linear regression model that is used in Econometrics. The course will refresh the principles of statistics, such as basic probability, statistical estimators, and statistical hypothesis testing. Next, it considers the multivariate linear regression model on many topics such as the Ordinary Least Squares estimator, the interpretation of the regression parameters, the standard error of the OLS-estimator, unbiased estimators, t-test and F-test, perfect multicollinearity, consequences of omitted variables, consequences of irrelevant variables , interaction effects, dummy variables, heteroskedasticity, time-series regression models, exogeneity and autocorrelation. The participants will gain further insight into these topics by Stata applications on data sets. On the final day of the course the participants will be tested on their knowledge.
Prof. dr. Wolter Hassink
Prof. Wolter Hassink
In the recent years, many Dutch and non-Dutch participants from various countries have taken this summer course. There are two target groups: a) The first target group are students who did not graduate from U.S.E., wishing to enroll in one of the academic Master programmes Banking and Finance, Business Development and Entrepreneurship, Economic Policy, Financial Management, International Management. In these U.S.E. Master programmes, a certain level of prior knowledge is required at the level of the U.S.E. Bachelor course Statistics (see website for more information). b) The second target group are researchers or PhD-students who need a refresher course of statistics, econometrics and Stata.
At the end of the course the student has achieved the following: a) The student is capable of working with the principles of the linear regression model. b) The student can use Stata for the empirical analysis of linear regression.
On ten working days, there will be 9 lectures of 2.5 hours in the morning and 9 tutorials of 2 hours in the afternoon. On the first (last) working day, there will be a lecture (tutorial) only. For each day 4 - 6 hours of self study.
Housing through Utrecht Summer School
1) (Prospective) UU students at the Utrecht University School of Economics receive a discount of € 475.-
2) Fee does not include the purchase of the textbook of the course (Wooldridge, Introductory Economics).
For more information click "LINK TO ORIGINAL" below.