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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.
Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.
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.
Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.
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This book focuses on the tools needed to carry out applied econometric research in economics and finance. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
This book focuses on the tools needed to carry out applied econometric research in economics and finance. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Customer Reviews
Most Helpful Customer Reviews
2 of 2 people found the following review helpful
Format:Paperback
excellent book for beginners in stata. It covers the basic topics on econometrics and explains the basic theory and the procedure to apply them in stata.
For those who like to develop skill on drawing graphs, probably this book is not the best, but for the other topics I found it excellent, fast to read, clear, and you can start immediately to run your regression!
For those who like to develop skill on drawing graphs, probably this book is not the best, but for the other topics I found it excellent, fast to read, clear, and you can start immediately to run your regression!
Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
3 reviews
42 of 42 people found the following review helpful
much cheaper from stata-press website
27 Jan 2007
Format:Paperback
Not a review, sorry, but a tip for potential purchasers:
This book is much cheaper from stata-press dot com.
This book is much cheaper from stata-press dot com.
3 of 3 people found the following review helpful
Best econometrics text for applied economists I have ever read!
19 April 2009
Format:Paperback
Christopher Baum's "An Introduction to Modern Econometrics Using Stata" is simply the best econometrics text for applied economists I have ever read. It reviews most major topics in econometrics in a concise manner and shows how to treat these issues using Stata. In doing so the book also introduces a number of very useful commands, which you will find yourself using in all your regressions. Remember, however, that this is "An Introduction" and therefore other books will be necessary for a more in depth exposition of certain topics. Regardless, this book is perfect for both postgraduate students as well as researchers looking to re-familiarise themselves with econometrics.
3 of 11 people found the following review helpful
good crash intro to necessary STATA commands
13 May 2007
Format:Paperback
This book gives a good overview of some of the commands one would need to do regression analysis with STATA. I needed something to give me a quick intro to STATA and this book has helped me a lot. Howver, just like MS Excel, STATA has tons of commands that I probably will never touch!
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