Econometrics Offline Training

Starter level


Number of available training: 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. 


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 available training: 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. 


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.

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 available training: 3

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. 


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. 


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 90€ 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 

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