9781597180139

An Introduction to Modern Econometrics Using Stata

  • ISBN 13:

    9781597180139

  • ISBN 10:

    1597180130

  • Edition: 1st
  • Format: Nonspecific Binding
  • Copyright: 08/17/2006
  • Publisher: Stata Press

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

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Summary

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata places modern econometric theory in a practical context applied to real data sets using Stata software. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and demonstrates how to apply theory to practice with numerous examples. He begins with several chapters that build 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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