Introductory Econometrics Using Stata

Course code
E04
Course fee
Price
€140
Course Level
Bachelor
Variations

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 ten days, for which the participants get during ten days online lectures, tutorials and Q&As.

Due to the current conditions of Covid-19, the course will be offered as an online course in 2021. It will be an intensive course of ten days, for which the participants get during ten days online lectures, tutorials and Q&As.

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 & Lotte Muller, MSc. 

Costs

Course fee:
Price
€140
Included:
Fee covers
Course fee
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. 

Registration

Application deadline: 
Registration deadline
16 August 2021