Session 01: Introduction to Stata

Overview of STATA Console, Importing Excel into Stata, Variable and Data Type, Types of Stata files, Do file, Logfile, Labeling variables & values, Renaming, creating and recoding variables, generating variables and observations, creating the directory.

Exploratory Data Analysis: EDA with summarize and describe, Summary Statistics, Frequency distribution, One-way table, Two-way tables (Crosstable), Line diagram, Histogram, Scatter Diagram.

Session 02: Univariate Time Series with Stata

Structure of economic data, Nature of time series, Creating a Time Variable, Time Series Plot, Time Series Operators, Transformations, Smoothing, Lags & Differences, Stationarity, Unit root test, Correlograms, Autocorrelation function (ACF), Partial Autocorrelation (PACF), Box-Jenkins Methodology, Forecasting: ARMA Model, ARIMA Model.

Session 03: Multivariate Time Series with Stata

Autoregressive Models of Order (p), Lag Length Selection Using Information Criteria, Spurious Relation, Cointegration, Engle-Granger testing for Cointegration, Johansen's testing for Cointegration, Vector Error Correction Model (VECM), Postestimation specification testing, Vector Autoregressive (VAR) Model, Granger causality test, Toda-Yamamoto long-run causality test.

Session 04 & Session 05: Panel Data Estimation with Stata

Preparing Panel Data, Balanced versus Unbalanced Panel Data, Data Arrangement: Long versus Wide, Pooled OLS estimator, Fixed effects Model, Dummy variables regression with fixed effects, Regression with Time Fixed Effects, Random effects model, Fixed or Random: Hausman test & Mundlak test, Testing for time-fixed effects, Testing for random effects.

Session 06: Probit and Logit model with Stata

Probit and logit models functional forms and properties, Model coefficients and interpretations, Marginal effects (and odds ratios), Goodness of fit statistic (percent correctly predicted and pseudo-R-squared), Choice between probit and logit, Discussion on binary outcome models.

Session 07: Overview of the course