Using stata for principles of econometrics / Lee C. Adkins, R. Carter Hill
Material type:
TextPublication details: New York : Wiley, 2011Edition: 4th edDescription: xii, 611 p. : ill. ; 28 cmISBN: - 9781118032084
- 111803208X
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Open Shelf
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UMPLIB PEKAN | HB139 .A35 2011 (Browse shelf(Opens below)) | 1 | Available | 0000066924 |
Includes index
Introducing Stata -- Simple linear regression -- Interval estimation and hypothesis testing -- Prediction, goodness of fit and modeling issues -- Multiple linear regression -- Further inference in the multiple regression model -- Using indicator variables -- Heteroskedasticity -- Regression with time-series data : stationary variables -- Random regressors and moment based estimation -- Simultaneous equations models -- Regression with time- series data : nonstationary variables -- Vector error correction and vector autoregressive models -- Time- varying volatility and ARCH models -- Panel data models -- Qualitative and limited dependent variable models
Using Stata for Principles of Econometrics is a cutting edge text which incorporates the capabilities of Stata software to practically apply the principles of econometrics. Readers will learn how to apply basic econometric tools and the Stata software to estimation, inference and forecasting in the context of real world economic problems. In order to make concepts more accessible, it also offers lucid descriptions of techniques as well as appropriate applications to today's situations. Along the way, readers will find introductionsto simple economic models and questions to enhance critical thinking
Econometrics