Introductory Econometrics Using Stata

Course code
E04
Course fee (excl. housing)
Price
€325
Course Level
Bachelor

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 ten days of lectures and tutorials. 

The course will be taught on campus. Only in case a student is not able to be present on campus, a motivated request for an online (simplified) alternative can be sent to prof. W. Hassink (see below). The course fee will not change.

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
Wolter Hassink

Lecturers

Prof. Wolter Hassink

Costs

Course fee:
Price
€325
Included:
Fee covers
Course fee
Housing fee:
Housing cost
350
Housing provider:
Utrecht Summer School
Extra information about the fee

Please note that the textbook is not included in the course fee.

Application

Extra application information

The course is only open to prospective students of one of the master's programs of Utrecht University School of Economics. 

More information

Prof. Wolter Hassink: W.H.J.Hassink@uu.nl

Registration

Application deadline: 
Registration deadline
08 August 2022