Introduction to Econometric Software

Module fact file

Masters Level
Autumn Term
10 credits
Contact Hours:
Over two days

Data Analysis, introductory statistics or a basic quantitative methods course. Having used a statistical software package such as Stata or SPSS previously is not necessary, but would be considered an advantage.

Contact details

Module lead
William Pouliot

Module description

This course will introduce you to two main econometrics software packages, and enable you to use the packages to carry out empirical work using the econometric methods taught in other parts of the course.

The course will consider Stata on Day 1, and OxMetrics on Day 2. Both packages are what are called front-end packages, which are menu-driven and relatively user-friendly, allowing the user to carry out demanding econometric techniques at the click of a button. Both packages are general, covering many aspects of econometrics, and well-used by economists and social scientists.

The broad outline of the course is as follows. Each day will be composed of two three hour sessions to be conducted in a computer lab. The morning session will be devoted to getting to know the interface of the econometric software, understanding the syntax, loading and manipulating data using the software. The afternoon session will involve the three stages of carrying out empirical work: Pre-estimation, estimation, and post-estimation, in each software package.

Each session will give you the opportunity to carry out some of the functions of the software covered themselves as exercises.

Learning outcomes

On completion of the module, you should be able to:

  • use common econometric software packages to manipulate data appropriately and estimate important econometric models.
  • analyse the quality of their econometric models and hence undertake independent empirical work in your particular subject.
  • apply methods of course to easily adopt other econometrics software packages independently.
  • comment, report and understand the output of econometric software packages in order to effectively and accurately convey results of empirical analyses.


You will be provided with a dataset and expected to write a short report (2,000 words) investigating a particular empirical question specified in the assignment. You will be expected to use either or both of the software packages introduced, and will be expected to display effective use of the packages to accurately and appropriately convey the results of the empirical investigation.

The optional modules listed on the website for this programme may unfortunately occasionally be subject to change. As you will appreciate key members of staff may leave the University and this necessitates a review of the modules that are offered. Where the module is no longer available we will let you know as soon as we can and help you make other choices.