Using Stata for Principles of Econometrics 4E
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  • Wiley

More About This Title Using Stata for Principles of Econometrics 4E

English

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.

English

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

English

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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