Time Series Econometrics

 Using R & Stata

4-Day Workshop

Mercure Swansea Hotel


7-10 September 2019

Registration deadline: 30. August 2019

Early bird registration deadline: 25. July 2019

*Registration fees for the full workshop: 3000£ 

*Registration fees for the R Module only: 1700 £

*Registration fees for the Stata Module only: 1500 £

Workshop Moderators

Dr. Asrhian Sharif

With more than 280 citations, an RG score that exceeds 22, and a huge experience, Asrhian Sharif stands as one of the leading researchers in using R programming in applied econometrics and in particular time series econometrics. His publications' profile is multidisciplinary and involves articles at top-notch journals such as Journal of Cleaner Production 5.56, Renewable Energy 4.90, Energy Policy 4.14, Current Issues in Tourism 3.45, and Physica 2.142.

Arshian is a lecturer at Universiti Utara Malaysia and before he was a lecturer and a manager of the research and publications department at Iqra University.

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Dr. Sherif Hassan

Sherif Maher Hassan holds a Ph.D. in Economics from Philipps University of Marburg, an MA in Economics and political science from the same university. He has been a member of the academic team at M&S Research Hub since 2018 and he has moderated several online training sessions in the advanced modules of time series and panel data econometrics using Stata and Eviews. His experience in using Stata in applied econometrics applications is advanced and multidiscplinary. He has been a research affiliate at the Global Labor Network (GLO) since 2017, a research associate at the Economic Research Forum (ERF) since 2018, a member in the Eurasia Business and Economics Society (EBES) and International Institute of Social and Economic Sciences (IISEC). 

Workshop Content

Dr. Hany Abdel-latif

Hany works as a lecturer of Economics at Swansea University in the UK. His teaching profile is quantitive methods-oriented. His research interest is in Applied Economics, especially in the areas of Macroeconomics, Development, Financial and labour Economics using Eviews and Stata. He has obtained his PhD from Swansea in 2018, an MSc in International Business Economics at City University London. 

Hany is also the founder and president of the “Egypt Scholars Economic Society”, where he leads a group of young economists who are based in Europe, Africa and USA, with the aim of stimulating rigorous research on the Egyptian economy.

M&S Research Hub organizes a 4-day workshop about time series econometrics applications using R programming and STATA. The workshop setting is highly interactive and includes real-life data applications on R and Stata. The workshop content is designed to meet all levels of proficiency, accordingly, no prior knowledge of R and Stata are needed. However, a basic knowledge of statistical and econometric methods is required. 

Why Learning R?

R is an implementation of the object-oriented mathematical programming language S. It is developed by statisticians around the world and is free software, released under the GNU General Public License. Over recent years, the interest in using R statistical programming language and its software environment is escalating. Thus, R has become an integral part of the curricula of econometrics classes in many leading universities around the globe and in many cases learning to code become one of the main prerequisites for successeding in Academic and research-oriented careers.

Among the main benefits of R that it is freely available, open source and is constantly expanding by the new user-written contributions to the R repository and library. R is more flexible than most of the software packages that are used by econometricians because it is a modern mathematical programming language, not just a program that runs static regression models and does diagnostic tests.

Why Learning STATA?

Stata is a complete, integrated statistical software package that provides everything you need for data analysis, data management, and graphics.  Stata provides solutions and offer dynamic tools for data science needs, retrieves and manipulates data, visualizes data model, and generates useful reports. It is a powerful software that allows you to do almost anything you like with your data. Stata has an easy-to-use point-and-click interface that provides access to the different tools and its commands. Stata also has simple and consistent command syntax.

Similar to R, Stata allows third-party written commands to be imported into the software and ensure that the commands' database stays in line with the needs of researchers and econometricians.

Workshop Structure

This workshop provides an excellent opportunity for scholars, researchers and data practitioners to learn and enhance their knowledge about time series econometrics using R programming and Stata. Over four days, the workshop will cover an extended list of topics that includes the following

DAY-1 "R Module"

1. Introduction to R-Programming Language and R-studio Interface

2. Getting your data into R, variables, descriptive statistics, and basic operators

3. Functions, data structures, loops, and flows

4. Data visualizations and graphing hierarchical, spatial, and textual data. 

5. Single and Multiple regression models

DAY-2 "R Module"

1. Time series data and serial correlation

2. Unit root and lag length selection criteria

3. ARDL bound testing

4. Introduction to Quantile estimation

5. Quantile regression, 

6. Quantile correlation and Quantile on Quantile regression

7. Hands-on exercises and applications of real-data


DAY-3"Stata Module"

1. Introduction to Stata 15, basic windows, commands structure, data labels, import, export, and combining datasets.

2. Keep records of what's done inside Stata, managing do, data and log files

3. Learn basic statistics using Stata, 

4. Data visualizations and graphing

5. Time series analysis: Setting the stage

DAY-4 "Stata Module"

1. Single and Multiple regression analysis

2. Hypothesis testing, ANOVA and basic descriptive statistics

3. Unit root tests, lag length selections and post-estimation diagnostic tests

4. Stationary time series models: ARMA, ARIMA

5. Volatility Models: ARCH, GARCH family

6. Multivariate time series models: VAR family and their related diagnostics and tests

7. Hands-on exercises and real-data applications

The workshop will take place in Mercure Swansea Hotel in Swansea, UK. The workshop will start every day from 11 AM until 7 PM. 

The exact meeting room number at the Hotel will be communicated to the participants in a short course before the workshop. 

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