Using Stata for Principles of Econometrics

Lee C. Adkins, R. Carter Hill

• Editorial: Wiley
• Año: 2018
• ISBN:
  9781119463245
• Edición: 5
• Categoría: Economia
• Categoría: Econometria

This book is a supplement to Principles of Econometrics, 5th Edition by R. Carter Hill, William E. Griffiths and Guay C. Lim (Wiley, 2018), hereinafter POE5. This book is not a substitute for the textbook, nor is it a standalone computer manual. It is a companion to the textbook, showing how to perform the examples in the textbook using Stata Release 15. This book will be useful to students taking econometrics, as well as their instructors, and others who wish to use Stata for econometric analysis.

Índice

• Cover
• Title Page
• Copyright
• Contents
• Chapter 1 Introducing Stata
• Chapter 2 Simple Linear Regression
• Chapter 3 Interval Estimation and Hypothesis Testing
• Chapter 4 Prediction, Goodness of Fit and Modeling Issues
• Chapter 5 Multiple Linear Regression
• Chapter 6 Further Inference in the Multiple Regression Model
• Chapter 7 Using Indicator Variables
• Chapter 8 Heteroskedasticity
• Chapter 9 Regression with Time-Series Data: Stationary Variables
• Chapter 10 Endogenous Regressors and Moment Based Estimation
• Chapter 11 Simultaneous Equations Models
• Chapter 12 Regression with Time-Series Data: Nonstationary Variables
• Chapter 13 Vector Error Correction and Vector Autoregressive Models
• Chapter 14 Time-Varying Volatility and ARCH Models
• Chapter 15 Panel Data Models
• Chapter 16 Qualitative and Limited Dependent Variable Models
• Appendix A Review of Math Essentials
• Appendix B Review of Probability Concepts
• Appendix C Review of Statistical Inference
• EULA