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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

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    References listed on IDEAS

    as
    1. Sophia Rabe-Hesketh & Anders Skrondal, 2012. "Multilevel and Longitudinal Modeling Using Stata, 3rd Edition," Stata Press books, StataCorp LP, edition 3, number mimus2, March.
    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, 2008. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," Econometrica, Econometric Society, vol. 76(1), pages 155-174, January.
    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. 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.
    7. 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.
    8. 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.
    9. Patrick Royston, 2005. "Multiple imputation of missing values: update," Stata Journal, StataCorp LP, vol. 5(2), pages 188-201, June.
    10. 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)

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    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

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