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Advanced Econometrics Workshop on Heteroskedastic and Time Series Data Analysis

Join us for an in-depth workshop on analyzing heteroskedastic and time series data using Stata. Learn techniques such as weighted least squares, OLS regression, and more. Future workshops on Nov 4 & 18. Visit www.bus.lsu.edu/hill/computing.htm for details.

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Advanced Econometrics Workshop on Heteroskedastic and Time Series Data Analysis

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  1. Stata Workshop 3Patrick Taylor, Room 1111, 1:40-2:30 Economics Department October 21, 2011

  2. Future Workshops • Nov. 4 & 18 • www.bus.lsu.edu/hill/computing.htm • Please suggest topics of interest for possible inclusion

  3. Heteroskedastic data • Using pull-down menus • Robust covariance estimation • Weighted least squares • Feasible generalized least squares

  4. Time series data • Plots • Testing stationarity • Differencing data • OLS regression • Testing for serial correlation • Newey-West Robust covariance • FGLS

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