Introduction to Econometrics using Stata

Course code
E04
Course fee
€125.00
Level
Bachelor
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Due to the current conditions around Covid-19, the course will be offered as an online course.

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 will be an intensive course of nine days, for which the participants get during nine days an online lecture, tutorial and a daily Q&A.

Due to the current conditions of Covid-19, the course will be offered as an online course in 2020. It will be an intensive course of nine days, for which the participants get during nine days an online lecture, tutorial and a daily Q&A.

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.

Course director

Prof. dr. Wolter Hassink

Lecturers

Prof. dr. Wolter Hassink and dr. Tina Dulam

Target audience

In the recent years, many Dutch and on-Dutch participants from various countries have taken this summer course. This year there will be one target group only -  students who did not graduate from U.S.E., whishing to enroll in one of the academic Master programmes Banking and Finance, Business Development and Entrepreneurship, Economic Policy, Financial Management, International Management. In the 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).

Course aim

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.

 

Study load

In ten working days, there will be 9 online lectures and 9 tutorials in which exercises are explained. There will be nine Q&A sessions. On the first (last) working day, there will be a lecture (tutorial) only. For each day 4-6 hours of self study.

Costs

Course fee:
€125.00
Included:
Course fee

Course Fee does not include the purchase of the textbook of the course (Wooldridge, Introductory Economics).

More information

Prof. Wolter Hassink | E: W.H.J.Hassink@uu.nl | P: +31 (0)30 253 7952

Registration

Application deadline: 15 August 2020

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