An Introduction to Modern Econometrics Using Stata

Baum, Christopher F.

ISBN 10: 1597180130 / ISBN 13: 9781597180139

Published by Stata Press, 2006

About this Item

Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind.

Seller Inventory # wbs8082474144

Bibliographic Details

• Title: An Introduction to Modern Econometrics Using Stata
• Publisher: Stata Press
• Publication Date: 2006
• Language: English
• ISBN 10: 1597180130
• ISBN 13: 9781597180139
• Binding: Soft cover
• Condition: Like New
• Weight: 710 grams

About this title

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.

About the Author

Christopher F. Baum