The University of Waikato - Te Whare Wānanga o Waikato
Waikato Management School
Te Raupapa
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Conference, Events and Seminars

Research Workshop: Using STATA & E-views for analysing Panel data and Time series
4th & 6th of April, 2016 from 1-3 pm (each day)
MSB 0.27

Presented by:

Dr. Gazi Hassan PhD,
Senior Lecturer in Economics,
Waikato Management School
The University of Waikato

If you wish to view a PDF for this workshop download it from here.

First Day of the Research Workshop

Topics covered

  • Basics of STATA
  • OLS, Fixed effects, Random Effects, Dynamic Panel Models and Systems GMM
  • Issues relating to Error term: Autocorrelation, Endogeniety, Heteroskadasticity
  • How to choose a suitable model?
  • Pre and Post Diagnostic tests
  • Features of STATA version 14

Second Day of the Research Workshop

Topics covered

  • Basics of Time series and Forecasting
  • Autoregressive Integrated Moving Average Models
  • Seasonal ARIMA Models
  • Time Series models with Heteroskadasticity
  • Multivariate Time Series Analysis and Forecasting Using Vector ARMA Models
  • Structural VAR
  • Causality Analysis

Workshop Coordinator

Dr.Geeta Duppati
Senior Lecturer in Finance & Graduate Convenor
Department of Finance
Waikato Management School,
University of Waikato, New Zealaand

Please RSVP your interest to geetad@waikato.ac.nz as there are limited spaces available

Upcoming Events

Using STATA & E-views for analysing Panel data and Time series
4-6th April 2016

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