Applied Econometrics with STATA

A-10-Day Course

on

Applied Econometrics with STATA

 Day I: Basics of the Course

·   Overview of basic statistical terminologies

·   Descriptive and inferential statistics, point estimation and confidence interval, hypothesis tests   

·   Types of data: cross section, time series and panel

·   Installing a copy of STATA in our computer

·   Introduction to Stata, various windows in Stata

·   Setting working directory

·   Importing dataset in various formats: .xls, .csv, .dta

·   Viewing and saving data.

·   Describing data

·   Exporting data from stata

·   Creating and handling do files and log files in stata

·   Exporting Stata Output

·   Assignment I 

Day II: Survey Data Analysis Basics

·   Types of variables: nominal, ordinal and ratio variables

·   Statistical treatment of data in various scales

·   Coding of Questionnaire

·   Entering Data in Excel, Consistency Checks

·   Basics of data processing: finding and treating the missing values, finding outliers and/typos

·   Generating new variables using the variables from the data

·   Dropping variables and data

·   Sorting, counting and listing the datasets

·   Renaming and labeling variables

·   Labeling the variable values in categorical variables

·   Listing value labels

·   Assignment II 

Day III: Working with Tables, Graphs and Summary Statistics   

·   Producing simple and complex tables

·   Frequency and percent tables

·   One way, two way tables

·   Multiple one way and multiple two way tables

·   Exporting table output to word document

·   Bar Chart, Pie Chart, Scatter Plot, Line Plot, Box plot, histogram, 

·   Editing and Exporting Graphs to word file 

·   Producing summary statistics: mean, median, mode, max, min, SD, quartiles, percentiles

·   Producing proportions and ratios,

·   Finding correlation coefficients and covariance, pair wise correlation, partial correlation

·   Summary statistics by groups

·   Table of mean, variance and frequencies

·   Assignment III

 Day IV: Working with Hypothesis Tests   

·   Classical t and z test for means and proportions

·   Interpreting the test results

·   Variance comparison test, chi-squared test  

·   Producing confidence intervals for means, proportions and variances

·   ANOVA Test

·   Non-parametric tests: KS test, KW rank test, Wilcoxon rank sum test, equality of median test, rank correlation test   

·   Assignment IV

Day V: Working with Linear Regression     

·   Estimating simple and multiple regression

·   Interpreting the regression coefficients

·   Hypothesis tests and confidence intervals

·   Assessing the explanatory power of the model 

·   Exporting regression results to Word

·   Assignment V

Day VI: Linear Regression Diagnostic Checks    

·   Normality

·   Autocorrelation

·   Multicollinearity: detection and remedies

·   Heteroscedasticity: detection and remedies

·   Assignment IV

Day VII: Linear Regression: Further Issues      

·   Omitted Variable Bias (OVB)

·   Use of dummy variables in regression

·   Non-linear regression models: quadratic, log-linear

·   Assignment VII

Day VIII: Regression with categorical Outcomes       

·   Logit and probit models

·   Assignment VIII

Day IX: Endogeneity Problem and Use of Instrumental Variable       

·   Problem of Endogeneity 

·   Two stage least squares

·   Tests for endogeneity

·   Assignment IX

Day X: Basics of Time Series Analysis         

·   Time series properties

·   Spurious regression

·   Unit Root tests

·   Choice of Model in Time Series Analysis: OLS, VAR, Cointegration, ARIMA

·   Cointegration Analysis  

·   Assignment X

Concluding Session

·   Summary of what we learned and way ahead

 

Please, download a copy of STATA from here. 

Link STATA 14

Link for STATA 12 : STATA 12

The video below will guide you how to use the portable version of STATA. Please, try to download and follow the video to make it ready for use. 

Video for preparing STATA 14

If you do not have winrar software, pleas download it from here. Link

If you feel any difficulty in making it ready, please download and install Team Viewer software from here and let me know.   Link   

Notes for the Sessions are available here. 

Day I 

Data file : Link

 Here is the video file for day I :

Day II

Here is the video file for day II :

Day III

Here is the video file for day III :

Day IV

Here is the video file for day IV:

Day V

Here is the video file for day V:

Day VI

Here is the video file for day VI:

Day VII

Here is the video file for day VII:

Day VIII

Here is the video file for day VIII:

Day IX

Here is the video file for day IX:

Day X

Here is the video file for day X:

Day XI

Here is the video file for day XI:

Day XII

Here is the video file for day XII:

 

Day XIII

Here is the video file for day XIII:

Day XIV

Here is the video file for day XIV:

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Here are some more videos .

1. Non-linear Regression 

  2. Auto-regressive Distributed Lag Modelling   3. Time Series Analysis Part I  4. Time Series Analysis Part II