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An Introduction to Modern Econometrics Using Stata Paperback - 2006
by Christopher F. Baum
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- Title An Introduction to Modern Econometrics Using Stata
- Author Christopher F. Baum
- Binding Paperback
- Edition [ Edition: first
- Pages 341
- Volumes 1
- Language ENG
- Publisher Stata Press
- Date August 17, 2006
- Illustrated Yes
- Features Bibliography, Illustrated, Index, Table of Contents
- ISBN 9781597180139 / 1597180130
- Weight 1.6 lbs (0.73 kg)
- Dimensions 9.26 x 7.28 x 0.78 in (23.52 x 18.49 x 1.98 cm)
- Library of Congress subjects Software, Econometrics - Computer programs
- Library of Congress Catalog Number 2009278342
- Dewey Decimal Code 519.502
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Paperback / softback. New. 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…
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An Introduction to Modern Econometrics Using Stata
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