An Introduction to Modern Econometrics Using Stata

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Description

Integrating a latest approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Up to date Econometrics The use of Stata specializes in 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 The use of Stata.

As an expert in Stata, the creator successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components had to effectively use Stata. The book then covers the more than one linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center at 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 methods to import data into Stata and Stata programming.

Presenting a number of the econometric theories used in Up to date empirical research, this introduction illustrates methods to apply these concepts The use of 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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