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Adkins, Lee C.

Using Stata for principles of econometrics / Lee C. Adkins, R. Carter Hill. - Fourth edition - xii, 611 pages : illustrations ; 28 cm. ; pbk.

"This book is a supplement to Principles of econometrics, 4th edition by R. Carter Hill, William E. Griffiths and Guay C. Lim (Wiley, 2011)--P. v.
121.50

Includes bibliographical references and 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 -- A. Review of math essentials -- B. Review of probability concepts -- C. Review of statistical inference.

ISBN: 9781118032084 111803208X

Nat. Bib. Agency Control No.: 000049235143 AU

Subjects--Uniform Titles:
Stata.

Subjects--Topical Terms:
Econometrics.

LC Class. No.: / .H548 2011 / .A3 2011

Dewey Class. No.: 330.0182