Course Outline | Target | Course Instructors | Date & Schedule | Location | Price | References | Registration | Accommodation | Contacts

Timerlake Portugal and Cemapre (Technical University of Lisbon) are jointly organizing a Summer School in Econometrics. The Summer School aims to provide the full set of tools and techniques that any modern applied economist needs to know. Participants will learn the fundamental principles of modern econometrics, and will also learn how to apply the techniques properly using the software Stata.

The course will take place at Cemapre (ISEG), in the center of Lisbon, in July 2015.

Course Outline

Tuesday 21 July 2015 - Single Equation Linear Regression Models and GMM
Wednesday 22 July 2015 - Systems of Linear Equations and Panel Data
Thursday 23 July 2015 - Nonlinear Cross-sectional Models
Friday 24 July 2015 - Programming Stata

Tuesday 21 July
Wednesday 22 July
Thursday 23 July
Friday 24 July
09:30 - 11:00
Large Sample Approximations The General Model and Its Special Cases Binary Outcome and Multinomial Models Reproducible Research: do-file programming
11:30 - 13:00
Method of Moments Estimation Estimating Systems Tobit Models With and Without Endogeneity Take advantage of the ml, nl and gmm commands
  Lunch Lunch Lunch Lunch
14:00 - 15:30
Generalized Method of Moments Estimating Panel data Models Selection Models and Count Data Models Using matrices with Mata
16:00 - 17:30
Practical session Practical session Practical session Shape your own commands: ado-file programming
  • Date: 21-24 July 2015
  • Schedule: 09h30 – 13h00 and 14h00 to 17h30
    [coffee-breaks: 11:00-11:30 + 15:30-16:00; lunch: 13:00 – 14:00]

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Rua do Quelhas, n.º 6
1200-781 Lisbon

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Prices in EUR / VAT (23%) not included

Until 7th June
Students Academics Others
1-day course 130 200 275
2-day course 220 330 440
3-day course 290 440 595
4-day course 350 540 720

The fee includes coffee-breaks and lunches. The course materials will be provided in electronic format. Payment of course fees required prior to the course start date.

During the course there will be one computer per student with access to the internet. You are welcome to bring your own laptop.

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Baum, Christopher F. (2009): An Introduction to Stata Programming, Stata Press
Chamberlain, G. (1984): "Panel Data", in Z. Griliches and M. D. Intriligator (eds.), Handbook of Econometrics, Vol. 2, Elsevier Science.
Hayashi (2001) Econometrics, Princeton University Press.
Wooldridge, J. (2010): Econometric Analysis of Cross Section and Panel Data, MIT Press.

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You can register by filling this registration form

If you have any questions, please contact Timberlake Consultores -
by email ( ) or by phone: 00 351 214 240 143

Select wanted modules (At least one is mandatory)
Day 1 - Module | Single Equation Linear Regression Models and GMM
Day 2 - Module | Systems of Linear Equations and Panel Data
Day 3 - Module | Nonlinear Cross-sectional Models
Day 4 - Module | Programming Stata
Total selected modules

* Name
* Institution
* Email
* Type Student  Academic  Others 
Fields with * are mandatory

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For more information please contact us

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Timberlake Consultores

Tagus Park - Edifício Núcleo Central - Escritório 077
(2740-122 Oeiras)

Tel: (+351) 214 240 143

CEMAPRE - Centre for Applied Mathematics and Economics

Rua do Quelhas, n.º 6
1200-781 Lisboa

Tel: (+351) 213 925 876

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