The course will use examples from the Household, Income and Labour Dynamics in Australia (HILDA) Survey and will include a hands-on lab session using Stata. The topics covered include: - Basic introduction to panel data. - Introduction to statistical modelling (within and between group analysis,...

EC-squared is a series of annual international conferences on research in quantitative economics and econometrics, launched in 1990. The acronym (EC)2 stands for European Conferences of the Econom[etr]ics Community. Its main aim is to maintain and extend an adequate forum for both senior and...

Topics: I. Forecast Evaluation A. Review of standard results B. Comparison of a small number of non-nested models: Diebold / Mariano / West (DMW) statistic; asymptotic irrelevance C. Comparison of a small number of nested models D. Comparison of a large number of models II. Present value models...

This course is suitable for researchers, academics and MA and PhD students. Some background on basic econometrics and STATA software is needed to attend this course.