Synopsis
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata. As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming. Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.
"synopsis" may belong to another edition of this title.
About the Author
Christopher F. Baum
"About this title" may belong to another edition of this title.
Search results for An Introduction to Modern Econometrics Using Stata
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G1597180130I3N00
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G1597180130I5N00
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G1597180130I5N00
Stock Image
An Introduction to Modern Econ
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00099530605
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: BookHolders, Towson, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: first ] Publisher: Stata Press Pub Date: 8/17/2006 Binding: Paperback Pages: 340 first edition. Seller Inventory # 6934175
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: Better World Books: West, Reno, NV, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 17144771-6
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_400749925
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: Better World Books Ltd, Dunfermline, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 7806394-20
Buy Used
£ 4.69
£ 5 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Seller Image
An Introduction to Modern Econometrics Using Stata
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned. Seller Inventory # wbs8751179254
Buy Used
£ 1.64
£ 11.30 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
An Introduction to Modern Econometrics Using Stata
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9781597180139. Seller Inventory # 5845132
Buy Used
£ 3.25
£ 13.60 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available