BROCHURE

 

ICSSR SPONSORED WEEK LONG WORSKSHOP ON

APPLICATION OF ECONOMETRICS THEORY IN EMPIRICAL RESEARCH: USE OF STATA14 SOFTWARE

DURING 18^TH JULY- 23^RD JULY, 2022

ORGANISED BY

     DEPT OF ECONOMICS, KALIYAGANJ COLLEGE

IN COLLABORATION WITH

IQAC, KALIYAGANJ COLLEGE &

DEPARTMENT OF ECONOMICS, CALCUTTA UNIVERSITY

 

 

VENUE: KALIYAGANJ COLLEGE

Kaliyaganj, Uttar Dinajpur West Bengal, Pin-733129

NAAC Accredited at B++ Level

RESOURCE PERSONS:

PROFESSOR PANCHANAN DAS,

DEPARTMENT OF ECONOMICS, CALCUTTA UNIVERSITY

 

DR. ANINDITA SENGUPTA

ASSOCIATE PROFESSOR, BARRAKPORE RASTRAGURU SURENDRANATH COLLEGE

 

ORGANISING BODY

                                          

 

Dr. P.K. Das                         Dr. S. Chakraborty                                     Dr. C. Roy

Principal, KC                       IQAC Coordinator                                        Convener

 

Last Date of Registration: 15^th July, 2022

To register drop a mail to Convener, ‘Workshop on Application of Econometric Method using STATA14 software’ at chandanroy70@gmail.com

College Teachers, Research Scholars, Students or anyone interested with the field of Empirical Research may apply.

 

REGISTRATION FORM

ICSSR SPONSORED WEEKLONG WORKSHOP ON

APPLICATION OF ECONOMETRICS THEORY IN EMPIRICAL RESEARCH: USE OF STAT14 SOFTWARE

Organised by

Department of Economics

Kaliyaganj College

 

In collaboration with

Department of Economics, University of Calcutta

(July 18^th to July 23^rd, 2022)

(10.30-5.00PM)

REGISTRATION FORM

 

NAME :……………………………………………………..

 

DESIGNATION :……………………………………………….

 

AFFILIATION :…………………………………………………………

 

EMAIL ID:……………………………………………………………….

 

Whatssapp No. ……………………………………………………..

 

Age:………………………….;  Sex: …………………..;

 

Food Habit:    Veg/ Non-Veg; Accommodation Requirement: Yes / No.

 

Submission of Registration Fee (Through online transfer/ RTGS)   Reference no.-----------------    Date:--------- Name:  Principal, Kaliyaganj College Account No. 137070001894  (Raiganj Central Cooperative Bank, Kaliyaganj Branch) IFSC Code: WBSC0RCCB07 ;

Registration Fee Rs 1500 (with lunch & food during 18th to 23th July 2022 only)

 

Date:

Place:                                                                     Name and Signature …………………………                      

Concept note

 

Compartmentalization and specialization in social science subjects in Universities are very common in our academic world. Specialization helps us to stay focused and improve our knowledge more quickly. However, in human lives there are no separate problems like Geographical, Commercial, Historical or Economic problems. All problems are interconnected with each other. Inter-disciplinary research would produce comprehensive knowledge which would help us to solve our problems more effectively. Empirical research is finding out degree and intensity of our real-life problems by analyzing the empirical information, i.e., the datasets. While doing empirical research, statistical analysis is like laboratory experiments, whereas Econometric analysis is more realistic. Econometric techniques incorporate the real-life uncertainties in statistical analysis. Therefore, researchers from each of the social science subjects should be equipped with Econometric techniques not only to solve the real-life problems more accurately but also to pursue inter-disciplinary research works which would produce better knowledge.

Department of Economics, Kaliyaganj College is going to organize an ICSSR sponsored weeklong workshop in the month of July,2022 (during 18^th to 23^rd July ,2022) on the ‘Application of Econometrics Theory in Empirical Research: Use of STATA14 Software’. The main target of this workshop is to ignite the research minds of the teachers of the undergraduate colleges across the district of Uttar Dinajpur as well as for the aspirant students. Since the updated technical support in the field of empirical research work remains out of access for most of the teachers, their research outcome suffers from lack of technical expertise. Department of Economics in collaboration with IQAC, Kaliyaganj College wants to bridge the gap to upgrade the level of knowledge and expertise of teachers who want to continue their research in the respective field. Teachers from Social Science, Commerce and even Science Stream can take advantage of this workshop if they desire.

Professor Panchanan Das, Head of the Department of Economics, Calcutta University has agreed to act as the Chief Resource Person of this workshop. Dr. Anindita Sengupta, Associate Professor of Barrackpore Rastraguru Surendranath College and Adjunct Faculty of Calcutta University will also act as another resource person in the aforesaid workshop.

Interested teachers would have to register themselves for the workshop against Registration Fees. They are also expected to carry their own laptops for the workshop. There will be no provision for the TA to the teachers. However, the college will provide logistic supports to the Resource Persons including concessional rate of accommodation.

 

Dr. Chandan Roy

Convener, Workshop

Associate Professor& HoD, Department of Economics

Kaliyaganj College

SESSION OF THE WORKSHOP

Application of Econometric Theory in Empirical Research: Use of STATA 14 Software

 

Day 1: 18^th July, 2022 (Monday) : RESOURCE PERSON: AS

 

First Half: Analysis of cross section data-I (11.00-1.00PM)

·         Linear regression model

·         Estimation - OLS

·         Testing of hypotheses: t- test, F-test

·         Goodness of Fit

·         Tests for heteroscadasticity

·         Tests for multicollinearity

 

           LUNCH : 1.00-2.00PM

 

Second Half: (2.00-4.00PM)

·         Linear regression with categorical variables

·         Generating dummy variable

·         Estimating model with intercept dummy, slope dummy and interaction dummy

 

 

 

Day 2: 19^th July, 2022 (Tuesday) : RESOURCE PERSON: AS

 

First Half: Analysis of cross section data III(11.00-1.00PM)

 

·         Limited dependent variable model

·         Logit and probit estimation by maximum likelihood

·         Marginal effects at mean

·         Goodness of Fit

·         LR test  LUNCH :1-2PM

·           Second Half: (2-4PM)

·       Analysis of Instrumental Variables

·         Endogeneity

·         Cross section Instrumental Variables (IV)

·         Two Stage Least Squares

·         Weak Instruments, Tests for Endogeneity and Over identification

 

 

 

Day 3: 20^th July, 2022 (WED) : RESOURCE PERSON: AS

 

First Half: (11-1PM)

 

Analysis of pooled cross section data

·         Pooling of two independent cross section samples

·         Estimating time effect by allowing interaction time dummy   

LUNCH (1-2 PM)

Second Half (2-4PM)

Analysis of Panel Data

 

·         Construction of panel data

·         Estimation of error component model

·         Fixed effect / LSDV

·         Random effect

·         Hausman test

Day 4: 21^st  July, 2022 (THU) : RESOURCE PERSON: PD

 

Financial Econometrics – I

 

·         Analysis of trend behaviour – Concepts of stochastic trend and structural change

 

Application in Finance – Random walk hypothesis

Day 5: 21^st  July, 2022 (FRI) : RESOURCE PERSON: PD

 

·         Financial Econometrics – II

 

·         Estimating relationship between two or more time series variables – Cointegration and vector error correction

 

·         Application in Finance - Efficient market hypothesis

 

Day 6: 21^st  July, 2022 (SAT) : RESOURCE PERSON: PD

 

Financial Econometrics – III

 

·         Analysis of volatility clustering – ARCH and GARH models

 

·         Application in Finance – Analysis of risk behaviour in financial market

About Kaliyaganj College

 

Kaliyaganj College was established on 20^th August, 1968. Presently the college is affliated under University of Gour Banga. The College was NAAC accredited at B++ Level in its 2^nd cycle in 20016. The college has Arts, Science and Commerce stream with around 5000 students. The college also runs UG and PG courses under Netaji Open University in distance education mode. Even after situating within the ambit of rural and disadvantaged people, the objective and goal of the college remains enlightening the students with light of wisdom and build human beings with strong logical power and good moral background.

 

About Kaliyaganj

 

Kaliyaganj is the second most significant township in Uttar Dinajpur district after Raiganj, the District Headquarter (25 kms away from Raiganj). It is well connected by train routes and bus routes with the rest of the state as well as with the country. The distance between Kolkata to Kaliyaganj is around 450 km and following transports are available to reach Kaliyaganj

 

1)      Buses are available from Esplanade, Kolkata (usual departure time 8.00pm)

2)      Radhikapur Express: It departs from Kolkata Station (Chitpur) at 7.30pm and reaches Kaliyaganj at 6.30pm next day.

3)      Kulik Express: It departs from Howrah Station at 8.35am and reaches Kaliyaganj at 6.30pm same day.

4)      Gour Express/Shatabdi Express/Gour Express/ Darjeeling Mail/ Teesta Torsa: One can reach to Malda via any of these trains and reach Kaliyaganj within 2 hours by car/bus

5)      Buses are also available from Siliguri to Kaliyaganj. The distance is around 210 km.

6)      By Air: The nearest Air Port from Kaliyaganj College is Bagdogra Airport, which is only 190 km away from Kaliyaganj

 

Kaliyaganj College is only about 1 km away from Kaliyaganj Railway Station or Bus terminus.

 

CONTACT US

 

1.      DR. Chandan Roy, Convener &

Associate Professor& Head

Department of Economics, Kaliyaganj College

a.      Mobile: 9932395130

b.      Email Id: chandanroy70@gmail.com

 

2.      DR. P. K. Das, Principal, Kaliyaganj College

a.      Mobile: 9434305624

b.    Email Id: kaliyagnjcollege@rediffmail.com