Starter level
Number of offline classes: 1
Enrolled trainees: 230
Basic Econometrics
"Complete course on the basis of econometrics using real data applications on STATA "
Complete content: 4 Videos
Total duration: 540 Minutes
Software codes, materials, and datasets are included for free
Unlock the full course for only 72 € and get instant access.
Discount code: IJD04
Topic 1: Econometrics as a validity tool: Power of rejection, correlation V.s. causality, and Benchmarks
Topic 2: Classical Linear Regression Assumptions and Hypothesis testing
Topic 3: Single and Multiple regression
Topic 4: Ordinary Least Squares (OLS): estimators calculation, efficiency, and unbiasedness estimators.
Topic 5: Specification problems: detection and remedy: e.g Autocorrelation, Hetrosk., Collinearity.
Topic 6: Dummy Variable Models - Setting up the models and interpretations
Topic 7: Weighted Least Square (WLS) and Generalised Least square (GLS).
Intermediate level
Number of offline classes: 4
Enrolled trainees: 780
Time Series Econometrics
"Complete course on the theoretical foundations of wide selection of time series models with detailed real data applications on STATA "
Complete content: 6 Videos
Total duration: 1500 Minutes
Software codes, materials, and datasets are included for free
Unlock the full course for only 174 € and get instant access.
Discount code: IJD04
Topic 1:Time Series Econometrics: Introduction, preparing dataset and data description
Topic 2: Stationarity and model selection criteria
Topic 3: Cointegration and causality
Topic 4: HP filter and cyclical decomposition
Topic 5: HAC estimators
Topic 6: ARDL models
Topic 7: Volatility models: ARCH and GARCH
Topic 8: Stationary time series models: VAR, VECM, VARX, and SVAR
Topic 9: In and out of sample forecasting
Topic 10: Introduction to Mixed Data Sampling (MIDAS)
Difference in Difference
"Complete course on the theoretical foundations of the DID model with detailed real & simulated data applications on STATA "
Complete content: 8 Videos
Total duration: 150 Minutes
Software codes, Materials, and datasets are included for free
Unlock the full course for only 119 € and get instant access.
Discount code: IJD04
Video 1: Course description and introduction to PSM
Video 2: Treatment effect on the treated and PSM
Video 3: Calculating the propensity score
Video 4: Options to use in STATA related to PSM
Video 5: Reviewing the problems of LPM and the benefits of Logit and Probit
Video 6: Applying t effects to estbalish the ATE
Video 7: Applying t effects to estbalish ATET
Video 8: A test of the covariance balance psmacth2 and final considerations
Panel Data Econometrics
"Complete course on the theoretical foundations of a wide selection of panel data models with detailed real data applications on STATA "
Complete content: 6 Videos
Total duration: 2100 Minutes
Software codes, materials, and datasets are included for free
Unlock the full course for only 210 € and get instant access.
Discount code: IJD04
Topic 1: Panel data: Introduction, preparing dataset and data description
Topic 2: Panel specification tests (Chow, wald, panel unit root, Hausman, etc.)
Topic 3: Pooled OLS, fixed, dynamic fixed & random-effects models.
Topic 4: Dynamic panel models: DPD, panel VAR & GMM
Topic 5: IV models
Topic 6: Panel ARDL
Topic 7: Panel Data for Limited dependent variables
Topic 8: DCC under GMM
Topic 9: Dynamic Threshold
Topic 10: Intro to Global VAR
Complete content: 7 Videos
Total duration: 153 Minutes
Software codes, Materials and datasets are included for free
Unlock the full course for only 132 € and get instant access.
Discount code: IJD04
Video 1: Course description and introduction to DiD
Video 2: Treatment effect and DiD estimator
Video 3: TOT and application of basic DiD model
Video 4: Fixed effects and DiD approach
Video 5: Combination of fixed effects and DiD
Video 6: Applying all togeather
Video 7: Final interpretations
Propensity Score Matching
"Complete course on the theoretical foundations of the PSM model with detailed real data applications on STATA"
Advanced level
Number of offline classes: 4
Enrolled trainees: 310
Bayesian SVAR & Regime Switching Models Using R & STATA
"Complete course on the theoretical foundations of Bayesian SVAR and Markov switching models with practical applications on R and STATA"
Complete content: 10 Videos
Total duration: 300 Minutes
Software codes, Materials, and datasets are included for free
Unlock the full course for 310€ and get instant access.
Discount code: IJD04
Topic 1: Course description and brief into to structural equations
Topic 2: Intro. to structual VAR
Topic 3: Coding in R - SVAR application
Topic 4: Coding in STATA - SVAR application
Topic 5: Bayesian inference
Topic 6: Theoretical background on Bayesian inference, Bayesian SVAR and Switching models 1
Topic 7: Theoretical background on Bayesian inference, Bayesian SVAR and switching models 2
Topic 8: Bayesian SVAR and Markov Models - Coding in R
Topic 9: Extra notes and Q&A session
Principal Component Analysis (PCA) using STATA
"Complete course on the theoretical foundations of PCA with practical applications on STATA"
Complete content: 3 Videos
Total duration: 300 Minutes
Software codes, Materials, and datasets are included for free
Unlock the full course for 120€ and get instant access.
Discount code: IJD04
Topic 1: Mathematical Concepts used in PCA e.g. Eigenvectors and values, etc
Topic 2: Theoretical foundations of PCA: setting data set
Topic 3: Transforming the data and Covariance matrix formulation
Topic 4: Calculate Eigenvectors and Eigenvalues using the covariance matrix
Topic 5: Choosing components and forming a feature vector
Topic 6: Step by step codes for PCA on STATA
Topic 7: Explaining the inference of the results
Topic 8: Deriving principal components from the data
Wavelets and Quantile on Quantile
"Complete Course on Wavelets and Quantile methods with practical applications on R and Matlab"
Complete content: 7 Videos
Total duration: 420 Minutes
Software codes, Materials, and datasets are included for free
Unlock the full course for 115€ and get instant access.
Topic 1 Introduction to R-Programming Language and R-studio Interface
Topic 2: The basic concept of Wavelet and its applications
Topic 3: Decomposition and plotting of the series using the MODWT method.
Topic 4: Wavelet correlation, wavelet covariance, and cross-wavelet correlation
Topic 5: Continuous wavelet transform and cross wavelet transform
Topic 6: Wavelet coherence and partial wavelet coherence
Topic 7: Introduction to quantile on quantile and quantile autoregressive distributed lags error correction model to times series
Topic 8: Granger causality in Quantile on Quantile regression
Topic 9: Non-parametric quantile methods
Bayesian for Research & Data Science
"Complete Course on Bayesian methods with practical applications on Python"
Complete content: 5 Videos
Total duration: 540 Minutes
Software codes, Materials, and datasets are included for free
Unlock the full course for 145€ and get instant access.
Topic 1 Introduction and setup
Topic 2: Probability theory
Topic 3: Model inference
Topic 4: Probalistical programming
Topic 5: Bayesian AB testing
Topic 6: Hierarchical models
Topic 7: Simple linear regression
Topic 8: Hierarchical linear regression
Topic 9: Logistic regression
Topic 10: Bayesian Neural network
