IDEAS home Printed from https://ideas.repec.org/b/tsj/spbook/imeus.html
   My bibliography  Save this book

An Introduction to Modern Econometrics using Stata

Author

Listed:
  • Christopher F Baum

    (Boston College)

Abstract

An Introduction to Modern Econometrics Using Stata, by Christopher F. Baum, successfully bridges the gap between learning econometrics and learning how to use Stata. The book presents a contemporary approach to econometrics, emphasizing the role of method-of-moments estimators, hypothesis testing, and specification analysis while providing practical examples showing how the theory is applied to real datasets using Stata.

Suggested Citation

  • Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, March.
    • Handle: RePEc:tsj:spbook:imeus
    as

    Download full text from publisher

    File URL: http://stata-press.com/books/imeus-preface.pdf
    File Function: downloadable preface
    Download Restriction: no
    File URL: http://stata-press.com/books/baum-review.pdf
    File Function: review of book
    Download Restriction: no
    File URL: http://stata-press.com/books/errata/imeus.html
    File Function: listing of errata
    Download Restriction: no
    File URL: http://www.stata-press.com/data/imeus.html
    File Function: link to downloadable datasets
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.
    2. Patrick Royston, 2005. "Multiple imputation of missing values: update," Stata Journal, StataCorp LP, vol. 5(2), pages 188-201, June.
    3. Gueorgui I. Kolev, 2006. "Stata tip 31: Scalar or variable? The problem of ambiguous names," Stata Journal, StataCorp LP, vol. 6(2), pages 279-280, June.
    4. James H. Stock & Mark W. Watson, 2008. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Econometrica, Econometric Society, vol. 76(1), pages 155-174, January.
    5. Sophia Rabe-Hesketh & Anders Skrondal, 2012. "Multilevel and Longitudinal Modeling Using Stata, 3rd Edition," Stata Press books, StataCorp LP, edition 3, number mimus2, March.
    6. J. Scott Long & Jeremy Freese, 2006. "Regression Models for Categorical Dependent Variables using Stata, 2nd Edition," Stata Press books, StataCorp LP, edition 2, number long2, March.
    7. Austin Nichols, 2006. "Weak Instruments: An Overview and New Techniques," North American Stata Users' Group Meetings 2006 3, Stata Users Group.
    8. Anna Mikusheva & Brian P. Poi, 2006. "Tests and confidence sets with correct size when instruments are potentially weak," Stata Journal, StataCorp LP, vol. 6(3), pages 335-347, September.
    9. Patrick Royston, 2005. "Multiple imputation of missing values: Update of ice," Stata Journal, StataCorp LP, vol. 5(4), pages 527-536, December.
    10. Arellano, M, 1987. "Computing Robust Standard Errors for Within-Groups Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(4), pages 431-434, November.
    11. Mario Cleves & William W. Gould & Roberto G. Gutierrez & Yulia Marchenko, 2010. "An Introduction to Survival Analysis Using Stata," Stata Press books, StataCorp LP, edition 3, number saus3, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Austin Nichols, 2007. "Review of An Introduction to Modern Econometrics Using Stata by Baum," Stata Journal, StataCorp LP, vol. 7(1), pages 131-136, February.
    2. McCuddy, Timothy & Vogel, Matt, 2015. "Beyond Traditional Interaction: Exploring the functional form of the exposure-offending association across online network size," Journal of Criminal Justice, Elsevier, vol. 43(2), pages 89-98.
    3. Colen, Cynthia G. & Ramey, David M., 2014. "Is breast truly best? Estimating the effects of breastfeeding on long-term child health and wellbeing in the United States using sibling comparisons," Social Science & Medicine, Elsevier, vol. 109(C), pages 55-65.
    4. Harald Schoen, 2008. "Identity, Instrumental Self-Interest and Institutional Evaluations," European Union Politics, , vol. 9(1), pages 5-29, March.
    5. Martin, Molly A. & Lippert, Adam M., 2012. "Feeding her children, but risking her health: The intersection of gender, household food insecurity and obesity," Social Science & Medicine, Elsevier, vol. 74(11), pages 1754-1764.
    6. Lee, Chioun & Ryff, Carol D., 2016. "Early parenthood as a link between childhood disadvantage and adult heart problems: A gender-based approach," Social Science & Medicine, Elsevier, vol. 171(C), pages 58-66.
    7. Riccardo D'Adamo, 2018. "Cluster-Robust Standard Errors for Linear Regression Models with Many Controls," Papers 1806.07314, arXiv.org, revised Apr 2019.
    8. Koen Jochmans, 2020. "Testing for correlation in error‐component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 860-878, November.
    9. Denney, Justin T. & Brewer, Mackenzie & Kimbro, Rachel Tolbert, 2020. "Food insecurity in households with young children: A test of contextual congruence," Social Science & Medicine, Elsevier, vol. 263(C).
    10. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December.
    11. Gerko Vink & Laurence E. Frank & Jeroen Pannekoek & Stef Buuren, 2014. "Predictive mean matching imputation of semicontinuous variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 61-90, February.
    12. Watkins, Adam M. & Melde, Chris, 2018. "Gangs, gender, and involvement in crime, victimization, and exposure to violence," Journal of Criminal Justice, Elsevier, vol. 57(C), pages 11-25.
    13. HwaJung Choi & Robert F. Schoeni & Kenneth M. Langa & Michele M. Heisler, 2015. "Spouse and Child Availability for Newly Disabled Older Adults: Socioeconomic Differences and Potential Role of Residential Proximity," The Journals of Gerontology: Series B, The Gerontological Society of America, vol. 70(3), pages 462-469.
    14. Simon Grund & Oliver Lüdtke & Alexander Robitzsch, 2018. "Multiple Imputation of Missing Data at Level 2: A Comparison of Fully Conditional and Joint Modeling in Multilevel Designs," Journal of Educational and Behavioral Statistics, , vol. 43(3), pages 316-353, June.
    15. Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023. "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(1), pages 1-35.
    16. Jason R. D. Rarick & Carly Tubbs Dolan & Wen‐Jui Han & Jun Wen, 2018. "Relations Between Socioeconomic Status, Subjective Social Status, and Health in Shanghai, China," Social Science Quarterly, Southwestern Social Science Association, vol. 99(1), pages 390-405, March.
    17. Vanessa Hartlaub & Thorsten Schneider, 2012. "Educational Choice and Risk Aversion: How Important Is Structural vs. Individual Risk Aversion?," SOEPpapers on Multidisciplinary Panel Data Research 433, DIW Berlin, The German Socio-Economic Panel (SOEP).
    18. David W Lawson & Arijeta Makoli & Anna Goodman, 2013. "Sibling Configuration Predicts Individual and Descendant Socioeconomic Success in a Modern Post-Industrial Society," PLOS ONE, Public Library of Science, vol. 8(9), pages 1-9, September.
    19. Martínez-Espiñeira, Roberto & Lyssenko, Nikita, 2011. "Correcting for the endogeneity of pro-environment behavioral choices in contingent valuation," Ecological Economics, Elsevier, vol. 70(8), pages 1435-1439, June.
    20. Andersson, Martin & Baltzopoulos, Apostolos & Lööf, Hans, 2012. "R&D strategies and entrepreneurial spawning," Research Policy, Elsevier, vol. 41(1), pages 54-68.

    More about this item

    Keywords

    econometrics; Stata; regression; limited dependent variables; panel data; instrumental variables; GMM;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:spbook:imeus. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-press.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.