An Introduction to Modern Econometrics Using Stata
Publisher: Stata Press
Published: August 17, 2006
Language: eng
Format: Paperback
Number of pages: 341
ISBN-13: 9781597180139
Subjects: Science/Mathematics; Mathematics; Probability & Statistics - General; Mathematics / Statistics; Econometrics; Computer programs; Stata
First sentence: This book focuses on the tools needed to carry out applied econometric research in economics and finance.
Description: 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. 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.