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An Introduction to Modern Econometrics Using Stata
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eBay item number:204782736415
Item specifics
- Condition
- EAN
- 9781597180139
- UPC
- 9781597180139
- ISBN
- 9781597180139
- MPN
- N/A
- Book Title
- An Introduction to Modern Econometrics Using Stata
- Item Length
- 23.5 cm
- Publication Year
- 2006
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- An Introduction to Modern Econometrics Using Stata
- Item Height
- 280mm
- Publisher
- Stata Press
- Item Width
- 210mm
- Subject
- Economics, Economics: Professional & General
- Item Weight
- 703g
- Number of Pages
- 341 Pages
About this product
Product Information
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-10
1597180130
ISBN-13
9781597180139
eBay Product ID (ePID)
95509776
Product Key Features
Publication Name
An Introduction to Modern Econometrics Using Stata
Format
Paperback
Language
English
Subject
Economics, Economics: Professional & General
Publication Year
2006
Type
Textbook
Number of Pages
341 Pages
Dimensions
Item Height
280mm
Item Width
210mm
Item Weight
703g
Additional Product Features
Country/Region of Manufacture
United States
Item description from the seller
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eBay item number:204782736415
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