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Course Objective

This intensive, hands-on course builds upon foundational micro-econometric knowledge to equip participants with advanced modeling and impact analysis skills. Focusing on practical application, the course covers panel data analysis, impact evaluation techniques, large dataset management, and the step-by-step construction of micro-simulation models using Stata software.

Target Audience: Policy makers, applied economics researchers, postgraduate students, and institutional staff who utilize econometric modeling for evidence-based decision-making and impact assessment.

Prerequisite: Familiarity with core econometric theory (e.g., classical OLS assumptions) and basic Stata usage is strongly recommended, ideally through completion of an introductory econometrics or Stata course.

Detailed Course Curriculum

The curriculum is structured to progress from data management to advanced modeling and interpretation:

  1. Data Foundation & Advanced Management

    • Introduction to advanced statistics for econometrics

    • Techniques for data collection and processing within Stata

    • Importing and managing panel data from Excel

    • Advanced data cleaning, preparation, and diagnostic procedures

    • Advanced data tabulation and descriptive statistics

  2. Core Advanced Modeling Techniques

    • Panel Data Econometrics:

      • Introduction to Fixed Effects and Random Effects models

      • Advanced quantitative analysis using panel data

    • Impact Analysis & Causal Inference:

      • Designing and implementing impact analysis using panel data models

    • Regression Diagnostics & Validation:

      • Advanced regression modeling and comprehensive residual testing

  3. Practical Application & Workflow

    • Writing advanced Stata codes for robust and reproducible econometric modeling

    • Step-by-step development of complete econometric models in Stata .do files

    • Probability-based models for policy analysis

    • Conducting policy simulations and interpreting results for reporting

Mode of Delivery & Expectations

This is a highly practical, intensive workshop requiring full engagement.

  • Hands-On, Group-Based Learning: Participants will work in groups on applied exercises but must bring their own laptop and mouse for individual practice.

  • Final Presentation: Each group will present their simulation results and model insights on the final day of the workshop, demonstrating applied learning.

  • Attendance: Due to the cumulative and intensive nature of the material, attendance at all sessions is critical for success.

Important Note for Online Participants:

  • Assignment Deadline Adherence: Timely submission of all assignments is required to complete the course within the scheduled timeframe. Course extensions may involve additional facilitation costs.

Outcome: Participants will gain the proficiency to manage complex datasets, build and diagnose advanced micro-econometric models (particularly with panel data), conduct rigorous impact analysis, and simulate policy scenarios—all within a reproducible Stata workflow suitable for professional research and policy analysis.

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