2019 Training Course - Microeconometrics: Applications in Stata

Event Date: 
3 Dec, 2019 - 6 Dec, 2019 
Location: 
Dakar, Senegal 

OVERVIEW

This course will provide participants multiple up-to-date statistical and econometric techniques to analyze microeconomic data. In particular, a wide variety of microeconometric methods available in Stata will be covered, including linear regression, instrumental-variables estimation, nonlinear models, panel data models, estimation of average treatment effects, and simulations and bootstrapping (if time permits). Special emphasis will be placed on the rationale and implementation of the methods and interpretation of results using different examples and applications. Overall, the course aims to help participants analyze microeconomic data by applying different econometric techniques using a popular specialized software.

Applications for this course will be accepted until September 9, 2019. Course outline and description are subject to change.
 

Course Outline

  1. Linear models
  • OLS and GLS regressions
  • Robust and clustered standard errors
  • Regression analysis, prediction and specification tests
  1. Instrumental-variables estimation
  • IV estimators: IV, 2SLS and GMM
  • Testing for endogeneity and overindentifying restrictions
  • Weak instruments
  1. Nonlinear models
  • Binary response models: Linear Probability Model, Probit and Logit
  • Multinomial response models: Multinomial Logit
  • Censored models: Tobit and Selection models
  1. Panel data Models
  • Random effects
  • Fixed effects
  1. Estimation of average treatment effects
  • Regression methods
  • Propensity score matching
  1. Simulation and bootstrapping (if time permits)
  • Simulation applications
  • Bootstrap methods

Pre-Requisites

The course level is appropriate for participants with a background in economics or related fields, statistics, mathematics, and/or public policy. A strong background in quantitative analysis is preferable. Basic knowledge of Stata is required.

Most of the course will be based on Microeconometrics: Methods and Applications by A. Colin Cameron and Pravin K. Trivedi (2005) and the Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge (2010), which are two books widely used in graduate courses in the US.


Application

In order to apply for this course, AGRODEP members must complete the following by September 9, 2019:

Applications are available to AGRODEP members only. Login is required to apply.

If you would like to practice using Stata before taking the proficiency test, please review the modules below. Information included covers Stata use for beginners, linear regressions, bivariate regressions, and panel data. You will need to know this information to successfully complete the test.


Instructor

Manuel A. Hernandez is a Senior Research Fellow at IFPRI. He received his PhD in Economics from Texas A&M University in August 2009. He also holds a Bachelor’s degree in Economics from the Universidad del Pacifico in Lima, Peru. Prior to starting his graduate studies, he worked for more than four years in different research institutes in Peru, including the Research Center of the Universidad del Pacifico (CIUP) and the Group of Analysis for Development (GRADE). He has been involved in several research projects on small and medium enterprises, industrial organizations, impact evaluation, labor markets, and the informal economy. His current research interests lie in the areas of oligopoly markets, risk scoring, impact evaluation, and price analysis.
 
 
 

 

 

 


 

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 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
 2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar
2019 Training Course - Microeconometrics: Applications in Stata, IFPRI WCAO, Dakar