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Early Summer Tutorial In Modern Applied Tools of Econometrics

Venue: Michigan State University
Department of Economics
486 W. Circle Dr. Room 110
East Lansing, MI 48824
Dates: 5–7 June 2020
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Econometrics has long been a strength of the Economics Department at Michigan State University. ÊSTIMATE—Early Summer Tutorial In Modern Applied Tools of Econometrics—gives empirical practitioners, academic researchers, industry/government researchers/analysts, and graduate students access to econometrics training usually reserved for students formally enrolled in PhD programs at MSU. ÊSTIMATE is an intensive weekend workshop taught by world class econometricians. ÊSTIMATE's focus is modern econometric tools as used in practice. Participants learn methods and techniques to use immediately in their empirical research. ÊSTIMATE's goal is to broaden and improve the practice of econometric methods throughout empirical research and data analysis in academics, industry and government.

Presentations focus on understanding when various models and estimation methods are appropriate as well as how to conduct proper inference in a variety of settings. Methods are illustrated with empirical examples using Stata. Participants receive access to course/workshop materials including presentation slides, notes, data sets, and Stata do-files. There will be a complimentary Stata session on Monday, 8 June.

Course topics

  • Difference-in-Differences Estimation
  • Introduction to Regression with Time Series Data
  • Linear Models with Cross-Sectional Data
  • Linear Panel Data Models with Many Time Periods
  • Linear Panel Data Models with Microeconomic Data
  • Nonlinear Models for Cross-Sectional and Panel Data
  • Stratified Sampling, and Cluster Sampling

Who should attend

All are welcome to attend ÊSTIMATE. However, to fully benefit from the workshop, it is recommended that participants have an econometrics background comparable to a first-year PhD econometrics sequence.

Instructors

Jeffrey Wooldridge
Timothy Vogelsang

For more information, contact ÊSTIMATE:
Email: estimate@econ.msu.edu
Phone: 517-355-7583

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