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Ökonometrie und Programmieren

Course title: Ökonometrie und Programmieren / Programming in Stata

Instructor: Alexandra Avdeenko, Dr. Bettina Siflinger

Offered: spring semester 2015

Method (hours per week): lecture (3)

Course level: Master

Course language: English

Number of participants: 25

Prerequisites: Basic Stata skills of advantage

Examination: 180 minutes programming

ECTS-Credits: 7

Registration: in first session

Course description:

This course offers an introduction to advanced programming in Stata. Although Stata already offers a large number of econometric tools, novel approaches are often not available and have to be implemented by users. Since comparatively few people know how to do so, Stata programming skills can be a competitive advantage. In this course, students will learn how to implement new commands for Stata and to conduct Monte Carlo simulations. These are important for verification of implementations and are used as a very important tool to analyze the small sample properties of estimators and to complement the theoretical properties of estimators making them an integral part of econometric analyses. After an introduction to efficiently written do-files (including data processing), we will in particular focus on Stata`s matrix programming language Mata, which will be at the heart of Stata programs.

Contact person: Alexandra Avdeenko, E-Mail: avdeenko(at)uni-mannheim.de, L7, 3 - 5, Raum 102, Tel.: 181-3500