Hands On Econometrics For Beginners And Advanced Users

Comprehensive tutorials on hands-on applied econometrics using Stata and EViews analytical software

Last updated 2022-01-10 | 4.7

- Use of Stata and EViews applications to analyse data and interpret results
- Econometric modelling skills for static and dynamic models
- Modelling economic and financial data

What you'll learn

Use of Stata and EViews applications to analyse data and interpret results
Econometric modelling skills for static and dynamic models
Modelling economic and financial data
Results interpretation
Report writing skills
Self-testing assessments
Usage of different estimation techniques

* Requirements

* Yes
* VERY essential to have access to basic econometrics textbooks
* An analytical software either Stata or EViews to enable them practice along as I teach.
* Students must be quantitative inclined.

Description

Hands-on Econometrics for Beginners and Advanced Users (H.E.B.A.) is strictly about practical econometrics. A “Do-As-I-Do” approach is adopted to engage students, enrolees and users. This HEBA course will cover topics from beginner category to advanced econometrics with practical real-life applications. You will be able to finish your dissertations/theses and manuscripts and interpret your results with greater confidence. Topics will include but not limited to the following: Classical Linear Regression Model, Dummy Variables, Causality Models, Limited Dependent Variable Models, Cointegration and Error Correction Models, Time-Varying Coefficient Models, Dynamic Heterogeneous Panels, Threshold Analysis, Quantile and Inter-Quantile Analysis, Distributed Lag Models, Structural Equation Models, Time Series Modelling and Forecasting, Duration Models, Modelling Long-Run Relationships, Modelling Volatility and Correlation, Switching and State Space Models, Traditional Panel Data Models, Panel Cointegration, Difference-in-Difference Models, Cross-Sectional Analysis…and so much more!


At the end of my course, students will be able to proficiently use both Stata and EViews analytical packages. In addition, they will be able to apply the knowledge gained to specify econometric models that fit their research hypotheses, analyse data, interpret results and complete their theses/manuscripts (publish in reputable Journals) within the shortest possible time frame. Specifically, the learning outcomes are:

1) Students will be able to use the EViews and Stata econometric software with much confidence.

2) Students will be able to learn and apply different estimation techniques.

3) Enrollees will be able to construct and interpret econometric models.

3) Students will improve on their analytical and results interpretation skills.

5) Improved report writing skills

6) Self-testing assessments

7) Increased confidence to publish research outputs in reputable high-impact Journals.

Who this course is for:

  • Undergraduates and postgraduates
  • Those writing final year BSc, MSc and PhD theses
  • Those interested in econometric modelling and estimations
  • Beginner Stata and EViews users
  • Early-bird and pro-researchers
  • Those writing manuscripts

Course content

5 sections • 38 lectures

Introductory Lecture - Overview of H.E.B.A. Preview 03:42

Introduction to different data structures Preview 03:58

1) Understand the three major data structures: time series, cross-sectional and panel.

2) Ability to successfully import data from excel into Stata and EViews

Stata: How to import different data structures Preview 06:24

This video explains and shows how to import the three major data structures - time series, cross-sectional and panel data - into Stata from excel.

EViews: How to import different data structures Preview 06:31

This video explains and shows how to import the three major data structures - time series, cross-sectional and panel data - into EViews from excel.

Introduction to Limited Dependent Variable Models Preview 06:28

This video gives the background to limited dependent variable models and their applications in empirical research.

Introduction to Linear Probability Models Preview 07:22

The video gives the background, usefulness and demerits of linear probability models.

Stata: Specify, Estimate and Interpret Linear Probability Model Preview 05:28

This video shows how to analyse a linear probability model in Stata and guides on interpreting the results.

EViews: Specify, Estimate and Interpret Linear Probability Model Preview 07:07

This video shows how to analyse a linear probability model in EViews and guides on interpreting the results.

Stata16: Interpret Descriptive Statistics Preview 08:55

EViews10: Interpret Descriptive Statistics Preview 07:18

Stata16: Interpret Correlation Analysis Preview 11:58

EViews10: Interpret Correlation Analysis Preview 04:32

Multicollinearity - Detection and Correction Preview 08:56

Stata16: Features of Regression Output Preview 12:56

EViews10: Features of Regression Output Preview 12:06

Introduction to Logistic (Logit) Model Preview 11:36

This video gives some background to the logistic (logit) model.

Stata16: Estimate Logit Model Preview 04:34

This video shows how to estimate the logistic (logit) model in Stata.

Stata16: Interpret Logit Model Preview 08:56

This video gives four ways of interpreting results from the logit model.

EViews10: Estimate Logit Model Preview 04:21

This video shows how to estimate the logistic (logit) model in EViews.

EViews10: Interpret Logit Model Preview 10:39

This video gives four ways of interpreting results from the logit model.

Introduction to Probit Model Preview 08:39

EViews10: Estimate Probit Model Preview 04:35

EViews10: Interpret Probit Model Preview 04:40

Stata16: Estimate Probit Model Preview 04:20

Stata16: Interpret Probit Model Preview 06:46

Stata16: Models Comparison_LPM, Logit & Probit Preview 05:43

This video details the comparisons across the LPM, Logit and Probit models.

Stata16: Goodness-of-fit_LPM, Logit & Probit Preview 06:03

Introduction to Models and Functional Forms Preview 05:26

Stata16: Level-Level Models and Interpretation Preview 05:53

Stata16: Level-Log Models and Interpretation Preview 03:37

Stata16: Log-Log Models and Interpretation Preview 03:35

Stata16: Log-Level Models and Interpretation Preview 03:30

Stata16: Mixed Models and Interpretation Preview 05:41

EViews10: Level-Level Models and Interpretation Preview 05:14

EViews10: Level-Log Models and Interpretation Preview 03:58

EViews10: Log-Log Models and Interpretation Preview 03:51

EViews10: Log-Level Models and Interpretation Preview 03:36

EViews10: Mixed Models and Interpretation Preview 06:20