Find your perfect holiday reading
An Introduction to Modern Econometrics Using Stata (Paperback)
  • An Introduction to Modern Econometrics Using Stata (Paperback)

An Introduction to Modern Econometrics Using Stata (Paperback)

Paperback 341 Pages / Published: 17/08/2006
  • In stock online
  • Free UK delivery

Usually dispatched within 24 hours

  • This item has been added to your basket
Your local Waterstones may have stock of this item. Please check by using Click & Collect
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.

Publisher: Stata Press
ISBN: 9781597180139
Number of pages: 341
Weight: 700 g
Dimensions: 235 x 185 x 20 mm

You may also be interested in...

Mastering 'Metrics
Added to basket
Poor Numbers
Added to basket
Econometrics For Dummies
Added to basket
Essentials of Econometrics (Int'l Ed)
Added to basket
Post-crisis Fiscal Policy
Added to basket
Encyclopedia of Chart Patterns
Added to basket
Introductory Econometrics
Added to basket
Mathematics for Economics
Added to basket
Mostly Harmless Econometrics
Added to basket

Please sign in to write a review

Your review has been submitted successfully.