| Document Type
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BL
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| Record Number
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982522
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| Doc. No
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b736892
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| Main Entry
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Baum, Christopher F.
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| Title & Author
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An introduction to modern econometrics using Stata /\ Christopher F. Baum.
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| Publication Statement
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College Station, Tex. :: Stata Press,, ©2006.
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| Page. NO
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xviii, 341 pages :: illustrations ;; 24 cm
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| ISBN
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1597180130
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: 9781597180139
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| Bibliographies/Indexes
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Includes bibliographical references (pages 321-327) and indexes.
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| Contents
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1. Introduction -- 2. Working with economic and financial data in Stata -- 3. Organizing and handling economic data -- 4. Linear regression -- 5. Specifying the functional form -- 6. Regression with non-i.i.d. errors -- 7. Regression with indicator variables -- 8. Instrumental-variables estimators -- 9. Panel-data models -- 10. Models of discrete and limited dependent variables -- A. Getting the data into Stata -- B. The basics of Stata programming.
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| Abstract
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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. 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.
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| Subject
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Econometrics-- Computer programs.
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Econometrics-- Computer programs.
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| Subject
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Econométrie.
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Logiciels.
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Traitement électronique des données.
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| Subject
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Mathematics [MESH]
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Mathematics.
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Software [MESH]
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Software.
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Dataprocessing.
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Econometrie.
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| Subject
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Software.
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| Subject
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Stata.
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Stata.
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| Dewey Classification
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519.50285
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| LC Classification
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HB141.B38 2006
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| NLM classification
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330.01519522
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54.80bcl
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54.80.bcl
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83.03bcl
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