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Manuel d'initiation à Stata (Version 8)

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  • KPODAR Kangni

    (Centre d'Etudes et de Recherches sur le Développement International)

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Abstract

Ce manuel destiné à l.usage des chercheurs francophones se propose d.exposer les grandes applications du logiciel d.économétrie Stata. Le manuel couvre les techniques économétriques standard appliquées aux données transversales (moindres carrés ordinaires, double moindres carrés) et aux données de panel (modèles à effets fixes, modèles à effets aléatoires, Hausman-Taylor et System GMM), aussi bien que l.économétrie des variables qualitatives (modèles logit et probit). Par ailleurs, le manuel aborde également plusieurs tests d.hypothèses sur la normalité des résidus, la validité des modèles, l.heteroscedasticité, l.autocorrélation des erreurs, la stabilité des coefficients, l.endogénéité des variables, la validité des instruments, et la stationnarité des variables. Avec des sections illustrées par des exemples pratiques, le manuel est adapté à ceux qui n.ont jamais utilisé le logiciel Stata, aussi bien qu.à ceux qui en ont déjà acquis les principes de bases.

Suggested Citation

  • KPODAR Kangni, 2005. "Manuel d'initiation à Stata (Version 8)," Computer Programs 0501107, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwppr:0501107
    Note: Type of Document - pdf; pages: 77
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/prog/papers/0501/0501107.pdf
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