Data Management and Time-Series Modeling Using Haver Data
60 East 42nd Street 33rd Floor
New York, NY 10165
||March 18–19, 2013
Learn data management and time-series analysis using Stata,
structured as a lecture with accompanying exercises. After the course,
participants will be able
to perform reproducible research with Stata’s easy-to-use syntax in an
intimate class setting.
Instructor: Enrique Pinzon
Pinzon holds a master’s degree in economics from the Universidad de
los Andes and a Ph.D. from the University of Wisconsin–Madison. A
former researcher in tax, trade, and monetary policy for the Colombian
government, he is now a Senior Econometrician at StataCorp.
Data management and summary statistics
- The windows, the graphical user interface, and the command line
- Importing Haver data and Excel files to Stata
- Data management: appending and merging datasets and checking for duplicates
- Summary statistics and results saved by Stata
Introduction to regression analysis
- Regression and 2SLS
- Robust, cluster robust, HAC standard errors, and the bootstrap
- Hypothesis testing
- Basic review of time-series analysis
- Stationary and nonstationary ARMA models
- Deterministic versus stochastic trends
- Autoregressive conditionally heteroskedastic models
- Multivariate models VAR and VEC
- Multivariate GARCH
- State-space models
- Dynamic-factor models
Required equipment and software
Participants are expected to bring their own laptops equipped with Stata
12.* Other printed course materials will be provided upon arrival. For those
without a licensed copy of Stata 12, Haver can arrange to have a
trial copy of the program installed.
*limited laptops may be loaned on-site in case of technical issues
Breakfast, lunch, and coffee will be provided.
Course size is limited.
For more information please contact:
Product Marketing Manager
Phone: +1 212. 986. 9300
Cancellations received at least two full business days before the date of
the seminar will be honored.
For cancellations received after the two-day deadline but before the date of
the seminar, the full fee less $150 will be converted to a transferable,
nonrefundable credit to be applied toward a future seminar. Any credits
issued must be used within one year. If notification of cancellation is not
received prior to the first day of the seminar, the full fee is payable.
Note: substitution of colleague permitted with no penalty.