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Implementing econometric estimators in Stata

Venue: Georgetown Center for Econometric Practice
Georgetown University
Washington, DC
Instructor: David Drukker, StataCorp Director of Econometrics
Dates: May 7–8, 2015

Writing a Stata command for methods that you use or develop disseminates your research to a huge audience. This short course shows how to write a Stata estimation command. No Stata or Mata programming experience is required, but it does help. After providing an introduction to basic Stata do-file programming, the course covers basic and advanced ado-file programming. Next, it provides an introduction to Mata, the byte-compiled matrix language that is part of Stata. Then, the course shows how to implement linear and nonlinear statistical methods in Stata/Mata programs. Finally, the course discusses using Monte Carlo simulations to test the implementation.

Outline

For more information or to register, visit gcep.georgetown.edu/courses.

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