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Introduction to Modern Econometrics Using Stata

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ISBN-10: 1597180130

ISBN-13: 9781597180139

Edition: 2006

Authors: Christopher F. Baum

List price: $110.00
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Description:

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,…    
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Book details

List price: $110.00
Copyright year: 2006
Publisher: StataCorp LLC
Publication date: 8/17/2006
Binding: Paperback
Pages: 341
Size: 7.24" wide x 9.29" long x 0.87" tall
Weight: 1.804
Language: English

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Introduction
Working with economic and financial data in Stata
Organizing and handling economic data
Linear regression
Specifying the functional form
Regression with non-i.i.d. errors
Regression with indicator variables
Instrumental-variables estimators
Panel-data models
Models of discrete and limited dependent variables
Getting the data into Stata
The basics of Stata programming