Can I read An Introduction to Modern Econometrics Using Stata on EtoBox?

An Introduction to Modern Econometrics Using Stata by Christopher F. Baum is a nonfiction available to read on EtoBox.

What is An Introduction to Modern Econometrics Using Stata about?

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata. As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming

Who reads An Introduction to Modern Econometrics Using Stata?

Author

Christopher F. Baum

Publisher

Stata Press

Published

2006

Language

EN

ISBN

9781597181945

Category

nonfiction

Subjects

Mathematics, Business, Economics

Updated

2026-03-24