An Introduction to Modern Econometrics using Stata

Christopher Baum

in Stata Press books from StataCorp LLC

Abstract: An Introduction to Modern Econometrics Using Stata, by Christopher F. Baum, successfully bridges the gap between learning econometrics and learning how to use Stata. The book presents a contemporary approach to econometrics, emphasizing the role of method-of-moments estimators, hypothesis testing, and specification analysis while providing practical examples showing how the theory is applied to real datasets using Stata.

Keywords: econometrics; Stata; regression; limited dependent variables; panel data; instrumental variables; GMM (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2006 Written 2006-08-17 Originally published 2006-08-17.
ISBN: 1-59718-013-0
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (642)

Downloads: (external link)
http://stata-press.com/books/imeus-preface.pdf downloadable preface (application/pdf)
http://stata-press.com/books/baum-review.pdf review of book (application/pdf)
http://stata-press.com/books/errata/imeus.html listing of errata (text/html)
http://www.stata-press.com/data/imeus.html link to downloadable datasets (text/html)

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