Analysing data

Software for Econometrics
and Big Data

The aim of this course is to provide students with programming skills that can be used to perform data management operations and several types of statistical and econometric analysis in an efficient and reproducible way. Students will be taught the fundamentals of programming in Stata. The module will prepare students for PhD research or work as an econometrician consultant in public and private organisations. 

This module can be taken as part of a PG Certificate, PG Diploma or Full Masters Program. 

Key Skills

Understand the principles of Stata programming.

Write Stata do-files for automating the workflow. 

Write ADO files to extend Stata by creating new commands. 

Understand the basics of Mata Programming Language. 

By the end of this course, participants should have knowledge and ability to: 

Desired Skills

Use automatical model selection to build econometric models. 

Use saturation estimation. 

Present, interpret and analyse the results of automatic model selection. 

Utilise effectively PcGive and the R gets package. 

By the end of this course, students should be able to: 



Software for Econometrics and Big Data is an elective 10 credit course and therefore students are expected to input approximately 100 hours of study into the course.


The total number of contact hours is 15 hours. This leaves 85 hours for private study.





This module consists of 2- hour lectures per day, for 5 consecutive days, plus a 1 - hour tutorial per day.

 There will be optional clinics on the last day of the course.