An Introduction to Modern Econometrics Using Stata | 
 enlarge | Author: Christopher F. Baum
Publisher: Stata Press
Category: Book
List Price: $84.95
Buy New: $67.28
You Save: $17.67 (21%)
New (23) Used (9) from $67.28
Rating:  2 reviews
Sales Rank: 56797
Media: Paperback
Edition: 1
Pages: 341
Number Of Items: 1
Shipping Weight (lbs): 1.6
Dimensions (in): 9.2 x 7.2 x 0.8
ISBN: 1597180130
Dewey Decimal Number: 519
EAN: 9781597180139
Publication Date: August 17, 2006
Availability: Usually ships in 1-2 business days
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Product 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, 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.
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| Customer Reviews:
much cheaper from stata-press website January 27, 2007
Ronald M. Cronovich (Henderson, NV)
19 out of 19 found this review helpful
Not a review, sorry, but a tip for potential purchasers:
This book is much cheaper from stata-press dot com.
good crash intro to necessary STATA commands May 13, 2007
A. Gautam
0 out of 5 found this review helpful
This book gives a good overview of some of the commands one would need to do regression analysis with STATA. I needed something to give me a quick intro to STATA and this book has helped me a lot. Howver, just like MS Excel, STATA has tons of commands that I probably will never touch!
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