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Dynamic Factor Models / Time Series Analysis in Stata (April, UK)
Timberlake Consultants (London, United Kingdom)
Start date: Apr 02, 2012
End date: Apr 03, 2012
Application Deadline: Apr 02, 2012
Type of Course: Advanced studies program
Study Options: not specified
Entry Requirements: Basic understanding of statistics and regression analysis. Work experience with econometrics would be advantageous. No previous experience with Stata is required.
Course Fees: Student, Academic, Non-Profit Research fees applicable as well as multiple and early registration discounts.
Date of appearance on February 19, 2012
URL for further information: http://www.timberlake.co.uk/Trai...
Cass Business School
EC1Y 8TZ London
United Kingdom
Course Overview
Delivered By: Arnab Bhattacharjee, University of Dundee, Scotland
This course focuses on factor analysis and factor models using Stata. A number of methodologies are discussed including principal factors, principal components, and dynamic factor models available in Stata 12, the latest release. No previous experience with Stata is required. The first day of the course will cover introductory topics such as data management and regression analysis in Stata. The last two days will focus on factor analysis.
Summary Agenda
Day 1
Session 1: Introduction to Stata
Preliminaries: A typical Stata screen, Stata files and their organisation
Organisation of Data Entry and Management
Session 2: Multiple linear regression and Time Series regression
Simple linear regression and diagnostics
Reading in data for time series analysis
Basic time series operators
Interpretation and inferences
Session 3: Practical session on regression
Session 4: Introduction to factor analysis
Estimating factor loadings
Factor analysis versus clustering and multidimensional scaling
Selecting the number of factors
Basic factor analysis using Stata
Day 2
Session 1: Factor rotations
Types of rotation
Implementing rotations in Stata
Practical Session
Session 2: Practical session on estimating factor models and rotations
Session 3: Dynamic factor models
Introduction to dynamic factor models
Implementing dynamic factor models in Stata
Common correlated effects
Session 4: Practical session on dynamic factor models
Target Group: The course is designed for applied researchers who are required to use factor analysis.
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