Applied data analysis

Course description

This course provides an introduction to data analysis using Stata. We consider data handling and management, data description, linear regression, instrumental variables estimation, GMM, binary choice models as well as programming in Stata. The distinctive feature of the course is a learning-by-doing approach, with a strong emphasis on the application of econometric methods to real data problems and the correct interpretation of results. A basic knowledge of linear regression is required. I recommend taking Econometrics II before Applied Data Analysis but this is not a formal requirement. Course language is English.

Syllabus 2019

Slides

1. Introduction to Stata

2. Data management and descriptive analysis

3. Linear regression

4. Instrumental variables and GMM

5. Binary choice models

6. Panel data models

7. Programming

Past exams