S2 – Tutorial Project

FSEG – Master second year – MPE

For the second semester of the academic year 2021-2022, the tutorial project theme is Replicable and reusable reports with Stata.  This tutorial project is for those who have chosen the ‘Professional’ option. You have to use the following Stata command: putdocx. Besides, you can watch the following video in the Stata YouTube channel: https://youtu.be/SnkhoP0h2oI. In this tutorial project, you have to estimate a threshold regression: tsthreshold. You can select a subject with the following survey: Hansen (2011) about threshold models. You have to produce a Stata Do-file that runs without error and produce a 5 to 7 seven pages report, that you will expand for the seminar Applied Econometrics with Stata.

Prerequisites

Pour le projet tuteuré, Replicable and reusable reports with Stata, vous devez avoir suivi le séminaire Applied Econometrics with Stata et maîtriser les éléments de base de la syntaxe de Stata ainsi que l’utilisation des do-files.

Objectives

L’objectif du projet tuteuré, Replicable and reusable reports with Stata, est de pouvoir augmenter la qualité et la productivité de vos rapports en profitant des facilités que le logiciel Stata nous offre. Ce qui vous sera utile dans votre future vie professionnelle.

Main references

Enrique Pinzon. Revealed preference: Stata for reproducible research, The Stata Blog, 4 June 2020, https://blog.stata.com/2020/06/04/

Lars Vilhuber, James Turrito, Keesler Welch. Report by the AEA Data Editor. AEA Papers and Proceedings 110, pp. 764–775, 2020, 10.1257/pandp.110.764.

Bruce E. Hansen, Threshold autoregression in economics, Statistics and Its Interface, Volume 4 (2011), Number 2, Pages: 123 – 127, DOI: https://dx.doi.org/10.4310/SII.2011.v4.n2.a4

StataCorp LLC, threshold — Threshold regression, https://www.stata.com/manuals/tsthreshold.pdf

StataCorp LLC, putdocx intro — Introduction to generating Office Open XML (.docx) files, https://www.stata.com/manuals/rptputdocxintro.pdf