This is the Using Stata text for Principles of Econometrics, 4th Edition.

Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools.  This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer.
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This is the Using Stata text for Principles of Econometrics, 4th Edition. Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields.
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1. Introducing Stata 1

2. Simple Linear Regression 53

3. Interval Estimation and Hypothesis Testing 103

4. Prediction, Goodness of Fit and Modeling Issues 123

5. Multiple Linear Regression 160

6. Further Inference in the Multiple Regression Model 181

7. Using Indicator Variables 211

8. Heteroskedasticity 247

9. Regression with Time-Series Data: Stationary Variables 269

10. Random Regressors and Moment Based Estimation 319

11. Simultaneous Equations Models 357

12. Regression with Time-Series Data: Nonstationary Variables 385

13. Vector Error Correction and Vector Autoregressive Models 407

14. Time-Varying Volatility and ARCH Models 426

15. Panel Data Models 442

16. Qualitative and Limited Dependent Variable Models 489

A. Review of Math Essentials 547

B. Review of Probability Concepts 555

C. Review of Statistical Inference 574

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Produktdetaljer

ISBN
9781118032084
Publisert
2011-12-06
Utgave
4. utgave
Utgiver
Vendor
John Wiley & Sons Inc
Vekt
1406 gr
Høyde
277 mm
Bredde
216 mm
Dybde
36 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
624

Biografisk notat

Lee C. Adkins and R. Carter Hill are the authors of Using Stata for Principles of Econometrics, 4th Edition, published by Wiley.