An Introduction to Modern Econometrics Using Stata

Download or Read eBook An Introduction to Modern Econometrics Using Stata PDF written by Christopher F. Baum and published by Stata Press. This book was released on 2006-08-17 with total page 362 pages. Available in PDF, EPUB and Kindle.
An Introduction to Modern Econometrics Using Stata
Author :
Publisher : Stata Press
Total Pages : 362
Release :
ISBN-10 : 9781597180139
ISBN-13 : 1597180130
Rating : 4/5 (39 Downloads)

Book Synopsis An Introduction to Modern Econometrics Using Stata by : Christopher F. Baum

Book excerpt: Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.


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