Software for Econometrics
and Big Data
Please note to take this course you must first have completed Foundations of Econometrics
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.
By the end of this course, participants should have knowledge and ability to:
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, students should be able to:
Efficiently perform data manipulation tasks to validate and combine data.
Develop do-files that document the progress of a research project.
Incorporate relevant community-contributed software to enhance Stata's capabilities.
Develop ado-files and Mata routines as needed to perform custom tasks.
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 days, plus a 1 - hour tutorial per day.
There will be optional clinics on the last day of the course.
The dates of each lecture are confirmed closer to the start of each term. If you have any questions about dates, please contact firstname.lastname@example.org.