02108nam a2200277 a 4500 vtls000059954 KUKTEM 20251125093219.0 120522t2011 njua g 001 0 eng d 9781118032084 111803208X 201209251115 asmadi 201209251111 asmadi 201205221109 irma UMP HB139 .A35 2011 Adkins, Lee C. Using stata for principles of econometrics / Lee C. Adkins, R. Carter Hill 4th ed. New York : Wiley, 2011 xii, 611 p. : ill. ; 28 cm. 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 Hill, R. Carter 0 0 0 0 20000 20000 2019-09-04 281.97 0 HB139 .A35 2011 0000066924 2019-09-04 00:00:00 1 281.97 2019-09-04 OPEN VIRTUA40 62489 62495 VTLSSORT0080*0200*0201*0400*0900*1000*2450*2500*2600*3000*5000*5050*5200*5201*7000*9992