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An Introduction to Modern Econometrics Using Stata by Christopher F. Baum (Paperback, 2006)

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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.

Product Identifiers

Publisher
Stata Press
ISBN-13
9781597180139
eBay Product ID (ePID)
88999806

Product Key Features

Author
Christopher F. Baum
Publication Name
An Introduction to Modern Econometrics Using Stata
Format
Paperback
Language
English
Subject
Economics
Publication Year
2006
Type
Textbook
Number of Pages
341 Pages

Dimensions

Item Height
280mm
Item Width
210mm
Item Weight
703g

Additional Product Features

Title_Author
Christopher F. Baum
Country/Region of Manufacture
United States

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An Introduction to Modern Econometrics Using Stata by Christopher F. Baum (Paperback, 2006)

All listings for this product

item 1 An Introduction to Modern Econometrics Using Stata | Book | condition good

item 2 An Introduction to Modern Econometrics Using Stata,Christopher F

item 3 An Introduction to Modern Econometrics Using Stata-Christopher F

item 4 An Introduction to Modern Econometrics Using Stata By Christopher F. Baum

item 5 An Introduction to Modern Econometrics Using Stata

item 6 An Introduction to Modern Econometrics Using Stata Christopher F. Baum economics

item 7 An Introduction to Modern Econometrics Using Stata

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best-selling in Adult Learning & University

Secrets Of Mental Math: The Mathemagician's Guide to Lightening Calculation and Amazing Maths Tricks by Arthur Benjamin, Michael Shermer (Paperback, 2006)

The Falsification of History: Our Distorted Reality by John Hamer (Paperback, 2013)

Never Split the Difference: Negotiating as if Your Life Depended on It by Chris Voss, Tahl Raz (Paperback, 2017)

The Psychology of Money: Timeless lessons on wealth, greed, and happiness by Morgan Housel (Paperback, 2020)

Die with Zero: Getting All You Can from Your Money and Your Life by Bill Perkins (Paperback, 2021)

Code of Practice for In-service Inspection and Testing of Electrical Equipment by The Institution of Engineering and Technology (Paperback, 2020)

Adult Children of Emotionally Immature Parents: How to Heal from Distant, Rejecting, or Self-Involved Parents by Lindsay C Gibson (Paperback, 2015)

Save on Adult Learning & University

Ten Years To Save The West: Lessons from the only conservative in the room by Li

Greekish: Everyday recipes with Greek roots by Georgina Hayden(English)Hardcover

This Is Why You Dream: What your sleeping brain reveals about your waking life b

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