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An Introduction to Modern Econometrics using Stata

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Author Info

  • 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.

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File URL: http://stata-press.com/books/imeus-preface.pdf
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File URL: http://stata-press.com/books/baum-review.pdf
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File URL: http://stata-press.com/books/errata/imeus.html
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File URL: http://www.stata-press.com/data/imeus.html
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Bibliographic Info

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This book is provided by StataCorp LP in its series Stata Press books with number imeus and published in 2006.

ISBN: 1-59718-013-0
Order: http://stata-press.com/books/modern-econometrics-stata/
Handle: RePEc:tsj:spbook:imeus

Contact details of provider:
Web page: http://www.stata-press.com/

Related research

Keywords: econometrics; Stata; regression; limited dependent variables; panel data; instrumental variables; GMM;

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References

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  1. 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.
  2. 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 431-34, November.
  3. Sophia Rabe-Hesketh & Anders Skrondal, 2012. "Multilevel and Longitudinal Modeling Using Stata, 3rd Edition," Stata Press books, StataCorp LP, edition 3, number mimus2, March.
  4. Patrick Royston, 2005. "Multiple imputation of missing values: Update of ice," Stata Journal, StataCorp LP, vol. 5(4), pages 527-536, December.
  5. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
  6. James H. Stock & Mark W. Watson, 2006. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," NBER Technical Working Papers 0323, National Bureau of Economic Research, Inc.
  7. 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.
  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. Austin Nichols, 2006. "Weak Instruments: An Overview and New Techniques," North American Stata Users' Group Meetings 2006 3, Stata Users Group.
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