Christopher F. Baum
American econometrician and professor of economics at Boston College; author of textbooks on econometrics and Stata (including 'An Introduction to Modern Econometrics Using Stata').
Books
This list of books are ONLY the books that have been ranked on the lists that are aggregated on this site. This is not a comprehensive list of all books by this author.
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1. An Introduction To Modern Econometrics Using Stata
A practical, example-driven introduction to contemporary econometric methods that emphasizes implementation and interpretation using Stata; it moves from classical linear regression and diagnostic testing through heteroskedasticity and serial correlation corrections to instrumental variables, panel-data and time-series techniques, limited dependent-variable models, maximum likelihood and GMM estimation. The book blends theory with hands-on guidance, showing how to specify models, perform specification and robustness checks, interpret results, and simulate or bootstrap estimators, using real datasets and annotated Stata code so readers can apply modern empirical methods to applied research questions.
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