An Introduction To Modern Econometrics Using Stata by Christopher F. Baum
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.
- Published
- 2006
- Nationality
- American
- Length
- Unknown
- Pages
- Unknown
- Original Language
- English
- Avg User Rating
- No ratings yet
- Alternate Titles
- None
This book is not currently on any lists.