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An Introduction to Modern Econometrics using Stata Author info | Abstract | Publisher info | Download info | Related research | Statistics Christopher F Baum (Boston College)
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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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ReDIF This book is provided by StataCorp LP in its series Stata Press books with number
imeus and published in 2006.
ISBN : 1-59718-013-0Order : http://stata-press.com/books/imeus.html Handle: RePEc:tsj:spbook:imeus
Contact details of provider: Web page: http://www.stata-press.com/
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: econometrics ; Stata ; regression ; limited dependent variables ; panel data ; instrumental variables ; GMM ; Other versions of this item:
Find related papers by JEL classification: C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"Instrumental variables and GMM: Estimation and testing ,"
Boston College Working Papers in Economics
545, Boston College Department of Economics, revised 14 Feb 2003.
[Downloadable!]
Other versions:
Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"Instrumental variables and GMM: Estimation and testing ,"
North American Stata Users' Group Meetings 2003
05, Stata Users Group.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!]
Patrick Royston, 2005.
"Multiple imputation of missing values: Update of ice ,"
Stata Journal ,
StataCorp LP, vol. 5(4), pages 527-536, December.
[Downloadable!]
Austin Nichols, 2006.
"Weak Instruments: An Overview and New Techniques ,"
North American Stata Users' Group Meetings 2006
3, Stata Users Group.
[Downloadable!]
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.
[Downloadable!] (restricted)
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.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Storchmann, Karl, 2008.
"The impact of the wine industry on hotels and restaurants in Walla Walla ,"
Working Papers
37358, American Association of Wine Economists.
[Downloadable!]
Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007.
"Enhanced routines for instrumental variables/GMM estimation and testing ,"
Boston College Working Papers in Economics
667, Boston College Department of Economics, revised 05 Sep 2007.
[Downloadable!]
Other versions: Wolf, C, 2008.
"Does Ownership Matter? The Performance and Efficiency of State Oil vs. Private Oil (1987-2006) ,"
Cambridge Working Papers in Economics
0828, Faculty of Economics, University of Cambridge.
[Downloadable!]
Lööf, Hans, 2007.
"Technology Spillovers and Innovation - the importance of domestic and foreign sources ,"
Working Paper Series in Economics and Institutions of Innovation
83, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, revised 29 Jun 2007.
[Downloadable!]
Fathi Ali & Norbert Fiess & Ronald MacDonald, 2008.
"Do Institutions Matter for Foreign Direct Investment? ,"
Working Papers
2008_26, Department of Economics, University of Glasgow.
[Downloadable!]
Yu, J. & Nijkamp, P., 2008.
"Ownership, R&D and productivity change : assessing the catch-up in China’s high-tech industries ,"
Serie Research Memoranda
0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
[Downloadable!]
Molnár, József, 2008.
"Market power and merger simulation in retail banking ,"
Research Discussion Papers
4/2008, Bank of Finland.
[Downloadable!]
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.
[Downloadable!]
Cuyvers L. & Plasmans J. & Soeng R. & Van den Bulcke D., 2008.
"Productivity Spillovers from Foreign Direct Investment in the Cambodian Manufacturing Sector: Evidence from Establishment-Level Data ,"
Working Papers
2008004, University of Antwerp, Faculty of Applied Economics.
[Downloadable!]
Cuyvers L. & Plasmans J. & Soeng R. & Van den Bulcke D., 2008.
"Determinants of Foreign Direct Investment in Cambodia: Country-Specific Factor Differentials ,"
Working Papers
2008003, University of Antwerp, Faculty of Applied Economics.
[Downloadable!]
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