This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

An Introduction to Modern Econometrics using Stata

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Christopher F Baum (Boston College)

Additional information is available for the following registered author(s):

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.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

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

Publisher Info
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
This book is provided by StataCorp LP in its series Stata Press books with number imeus and published in 2006.

ISBN: 1-59718-013-0
Order: 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).

Related research
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.:

  1. 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:
  2. 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!]
  3. Patrick Royston, 2005. "Multiple imputation of missing values: Update of ice," Stata Journal, StataCorp LP, vol. 5(4), pages 527-536, December. [Downloadable!]
  4. Austin Nichols, 2006. "Weak Instruments: An Overview and New Techniques," North American Stata Users' Group Meetings 2006 3, Stata Users Group. [Downloadable!]
  5. 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)
  6. 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.)

  1. 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!]
  2. 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:
  3. 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!]
  4. 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!]
  5. 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!]
  6. 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!]
  7. Molnár, József, 2008. "Market power and merger simulation in retail banking," Research Discussion Papers 4/2008, Bank of Finland. [Downloadable!]
  8. 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!]
  9. 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!]
  10. 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!]
Statistics
Access and download statistics

Did you know? You too can volunteer with RePEc.

This page was last updated on 2009-10-31.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.