A 4-Day Livestream seminar taught by George N. Ike
The summary of the workshop
This workshop is particularly recommended for researchers in the field of social sciences and business. It gives a step-by-step guide on how to conduct time series-oriented research analysis using STATA. A research-oriented academic career in the social sciences necessitates the need to understand the various statistical concepts employed in the field. STATA is a multi-purpose statistical software developed by StataCorp. It has a wide range of applications ranging from the manipulation of data, data visualization, statistical analysis, and automated reporting. Because of its broad applicability, it is used by researchers across various disciplines such as Economics, finance, business, marketing, sociology, political science and a host of many others. As a result, working knowledge of the various statistical procedures employed in STATA would be an invaluable asset for researchers who want to carve a niche within their field of applied research. In the present workshop, procedures which are commonly applied to time series data will be elaborated on.
The workshop shall begin with various ways of importing data into STATA, data manipulation, descriptive statistics and correlation matrix for time series data. For time series analysis, traditional unit-root tests, unit-root tests allowing for one or two breaks in the series, multivariate cointegration tests, cointegration tests allowing for structural breaks in the series as well as numerous estimation and Granger causality procedures shall be elaborated on.
- First Module: Time series Basics
- Importing time series data into STATA
- Handling missing data
- Data transformation
- Descriptive statistics and correlation matrix
- Time series plots
- Scatter plots
- Second Module: Time series pre-estimation procedures
- Structural break tests
- Traditional unit root tests
- Unit root tests allowing for one or two breaks in the series
- Univariate cointegration tests
- Univariate cointegration tests which allow for a structural break in the series
- Univariate cointegration tests which allow for both I(0) and I(1) variables in the series
- Multivariate cointegration tests
- Third Module: Time series estimation
- Ordinary least squares regression (OLS)
- OLS with robust standard errors
- Fully modified OLS
- Dynamic OLS
- ARDL Model
- Dynamic ARDL simulations
- Vector Auto-regressions
- Cointegrated VAR (Vector error correction model)
- Quantile regressions
- Fourth Module: Causality in time series
- Bivariate Granger Causality tests
- Multivariate Granger Causality tests
- Toda-Yamamoto Procedure
- Spectral Granger causality tests
- Time-varying Granger causality tests
- Who should attend this workshop
Who should attend this workshop
This workshop will be helpful to:
● Academicians who want to enhance their research skills.
● Research Scholars and Students in honing their quantitative skills. *
● Anyone who wants to refresh their knowledge and statistical experience.
* Due to the conflict of interest and as per the trainer’s request, master’s and Ph.D. students of Girne American University- Faculty of Business and Economics- are not allowed to attend this workshop. Some exceptions may be given, however, those who get exceptions to attend the workshop will not be charged the fees of the workshop.
10 participants (Maximum)
Registration is on a first come first served basis
Early Bird Discount Availability
Yes, get a 5% discount by using this coupon upon checkout: B63QJHBE. Please note that this coupon is valid only for the first five purchased slots.
- Stata (V.17) will be used for empirical examples and exercises in this course.
- If you are not familiar with Stata, we recommend you watch the “What’s it like–Getting started in Stata” video here.
- This course will be held via the free video-conferencing software Zoom.
What you will receive after the Completion of this workshop
- Certificate of Completion verified by Luminous Insights Academy
- Course material