Christopher F Baum

An Introduction to Modern Econometrics Using Stata

• Broschiertes Buch

Produktbeschreibung

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.

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Produktdetails

• Verlag: CRC Press
• Seitenzahl: 341
• Erscheinungstermin: 17. August 2006
• Englisch
• Abmessung: 235mm x 185mm x 20mm
• Gewicht: 726g
• ISBN-13: 9781597180139
• ISBN-10: 1597180130
• Artikelnr.: 21639539

Autorenporträt

Christopher F. Baum

Inhaltsangabe

Introduction. Working with economic and financial data in Stata. Organizing
and handling economic data. Linear regression. Specifying the functional
form. Regression with non-i.i.d. errors. Regression with indicator
variables. Instrumental-variables estimators. Panel-data models. Models of
discrete and limited dependent variables. Appendices.