Store besparelser
Hurtig levering
Gemte
Log ind
0
Kurv
Kurv

An Introduction to Modern Econometrics Using Stata

Af: Christopher F. Baum Engelsk Paperback

An Introduction to Modern Econometrics Using Stata

Af: Christopher F. Baum Engelsk Paperback
Tjek vores konkurrenters priser
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.
Tjek vores konkurrenters priser
Normalpris
kr 878
Fragt: 39 kr
6 - 8 hverdage
20 kr
Pakkegebyr
God 4 anmeldelser på
Tjek vores konkurrenters priser
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.
Produktdetaljer
Sprog: Engelsk
Sider: 341
ISBN-13: 9781597180139
Indbinding: Paperback
Udgave:
ISBN-10: 1597180130
Udg. Dato: 17 aug 2006
Længde: 22mm
Bredde: 186mm
Højde: 234mm
Forlag: Stata Press
Oplagsdato: 17 aug 2006
Forfatter(e): Christopher F. Baum
Forfatter(e) Christopher F. Baum


Kategori Økonometri og økonomisk statistik


ISBN-13 9781597180139


Sprog Engelsk


Indbinding Paperback


Sider 341


Udgave


Længde 22mm


Bredde 186mm


Højde 234mm


Udg. Dato 17 aug 2006


Oplagsdato 17 aug 2006


Forlag Stata Press

Vi anbefaler også
Kategori sammenhænge