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Applied Econometric Course

Applied Econometric Course




The course is organized as a practical computer lab guide to econometrics for researchers and professionals in financial markets, insurance, REIT, economics.  The class concentrates on the practical application of statistical techniques and daily exercises to address econometric issues and forecasting rather than formulae and formal proofs. We will primarily be using Stata during the course. Throughout the course we will weave economic theory and econometrics together to provide a framework for research methods.
 
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11th Applied Econometric Course – New topic in 2019

Panel Data Analysis and Spatial Econometric Modeling in Zagreb

June 10 to June 14, 2019 in Zagreb
From 5 PM to 9 PM

Lecturers
Professor Craig A. Depken II is a full professor at the University North Caroline at Charlotte, USA. He is coauthor of the Solution Manual for Introduction to Econometrics by James Stock and MarkWatson and more than 40 empirical papers in  peer-reviewed journals in the fields of Industrial Organization, Applied Microeconomics and Sports Economics. Professor Depken is a co-editor of Contemporary Economic Policy and member of the editorial board in several journals. He has extensive teaching experience in undergraduate and graduate classes.
Nebojša Stojčić is associate professor at the University of Dubrovnik. He completed his PhD studies at Staffordshire University, UK. He has teaching experience from Croatia, United Kingdom and China. As principal investigator and researcher he participated in more than 20 national and international research projects. As a researcher Dr. Stojčić has broad experience in applied spatial econometrics.

Program highlights and schedule

Monday, June 10, 2019, 5 PM - 9 PM (prof. Craig Depken II)

Introduction to STATA. Introduction to panel data (example data, graphs).
First difference model. Fixed effects model.
Tutorials

Tuesday, June 11, 2019, 5 PM - 9 PM (prof. Craig Depken II)

Between and Random Effects. Testing Between Models (OLS vs. RE, OLS vs. FE, RE vs. FE).
Diff-in-Diff (introduction to causal analysis).
Tutorials

Wednesday, June 12, 2019,   5 PM - 9 PM (prof. Nebojša Stojčić)

Introduction to spatial econometrics, Descriptive spatial analysis.
Cross-sectional spatial methods introduction. Panel spatial methods introduction.

Thursday, June 13, 2019, 5 PM - 9 PM (prof. Nebojša Stojčić)

Overview of spatial analysis packages in Stata. Data preparation for spatial analysis.
Spatial weights matrices. Spatial maps creation in Stata.

Friday, June 14, 2019, 5 PM - 9 PM (prof. Nebojša Stojčić)

Application of spatial cross-sectional methods in Stata. Application of spatial panel methods in Stata.
Output interpretation and model diagnostics.
Tutorials

How to apply?

In order to register, send an e-mail with your full name, contacts, and affiliation to primijenjena.ekonometrija@efzg.hr and all additional information will be provided.

Application deadline is May 1, 2019, early bird application deadline is April 5, 2019 and a maximum number of participants is limited to 31.

Tuition fee

In order to be eligible for a tuition fee waiver and scholarship you must be:
  • Undergraduate or graduate student of the Faculty of Economics and Business of University of Zagreb
  • Faculty member of the Faculty of Economics and Business of University of Zagreb
If you wish to be considered for a tuition fee waiver/scholarship, you must send a motivational letter and CV outlining your academic and occupational background.

If you are not eligible for tuitia on fee waiver, Applied Econometrics Course tuition fee is 600.00 euro for legal entities and 400.00 euro for individuals. Additional 25% discount applies for early bird registration.
 
 

Download flyer for 11th Applied Econometric Course

 



Previous courses

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10th Applied Econometric Course: Applied Time Series Econometric Methods and Forecasting 
June 11 to June 15, 2018 in Zagreb
Visiting lecturer: Robert J. Sonora, Fort Lewis College in Colorado, USA

and 

10th Applied Econometric Course: Panel Data Analysis 
June 4 to June 8, 2018 in Ika, Opatija
Visiting lecturer: Craig A. Depken II, University North Caroline at Charlotte (USA)
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9th Applied Econometric Course: Panel Data and Causal Analysis
June 12 - 17, 2017 in Zagreb
Visiting Lecturer: Craig A. Depken II

and

9th Applied Econometric Course: Applied Time Series Econometric Methods 
June 19 - 24, 2017 in Opatija
Visiting Lecturer: Robert J. Sonora
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8th Applied Econometric Course - Applied Time Series Econometric Methods 
June 13 - 21, 2016 in Zagreb
Visiting Lecturer: Robert J. Sonora
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7th Applied Econometric Course - Panel data analysis in STATA and GRETL
June 8 - 17, 2015 in Zagreb
Visiting Lecturer: Craig A. Depken II
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6th Applied Econometric Course - Introductory Time Series Econometrics
June 9 - 18, 2014 in Zagreb
Visiting Lecturer: Robert J. Sonora
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5th Applied Econometric Course - Panel data analysis
June 3 – 13, 2013 in Zagreb
Visiting Lecturer: Craig A. Depken II
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4th Applied Econometric Course - Applied Econometrics
June 4 - 15, 2012 in Zagreb
Visiting Lecturer: Robert J. Sonora
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3rd Applied Econometric Course - Applied Econometrics 
May 17 - 27, 2010 in Zagreb
Visiting Lecturer: Robert J. Sonora
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2nd Applied Econometric Course -  Applied Econometrics
May 25 - June 5, 2009 in Zagreb
Visiting Lecturer: Robert J. Sonora
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1st Applied Econometric Course -  Applied Econometrics
June 9 - 24, 2008 in Zagreb
Visiting Lecturer: Robert J. Sonora