London, 13-15 November 2017
This course provides participants with the essential tools, both theoretical and applied, for a proper use of instrumental variables (IV) and structural equation models (SEM) for statistical causal modelling using Stata.
This web-based half-day training course provides a complete introduction to Stata and is ideal for the new or beginner level user who wants to have a head start and learn how to use Stata efficiently.
The course introduces Stata’s most popular and useful commands and procedures to import, manipulate, transform and manage data as well as how to export results to commonly used file formats. Stata do-files, log files and also graphics are covered briefly in the final session.
This course provides a review of and a practical guide to several major econometric methodologies to modelling the stylised facts of the energy prices and demand time series, via regression and cointegration analysis, univariate and multivariate GARCH models.
This course provides a review of and a practical guide to several major econometric methodologies frequently used to model the stylised facts of the financial time series via ARMA models, univariate and multivariate GARCH models, risk management analysis and contagion. Demonstration of the alternative techniques will be illustrated using Stata. Practical sessions within the course involve interest rate data, asset prices and forex time series.