Advanced Search

An Introduction to Modern Econometrics using Stata

Contents:

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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. 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 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

Bibliographic 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
Handle: RePEc:tsj:spbook:imeus

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

For corrections or 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;

Find related papers by JEL classification:

References

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.
  2. Austin Nichols, 2006. "Weak Instruments: An Overview and New Techniques," North American Stata Users' Group Meetings 2006 3, Stata Users Group.
  3. 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.
  4. 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.
  5. Patrick Royston, 2005. "Multiple imputation of missing values: Update of ice," Stata Journal, StataCorp LP, vol. 5(4), pages 527-536, December.
  6. 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, January.
  7. Sophia Rabe-Hesketh & Anders Skrondal, 2008. "Multilevel and Longitudinal Modeling Using Stata, 2nd Edition," Stata Press books, StataCorp LP, number mimus2, January.
  8. 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.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:tsj:spbook:imeus

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).

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 references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.

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