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Using Stata for principles of econometrics / Lee C. Adkins, R. Carter Hill.

By: Contributor(s): Material type: TextTextPublisher: New York : John Wiley & Sons, [2011]Copyright date: ©2011Edition: Fourth editionDescription: xii, 611 pages : illustrations ; 28 cm. ; pbkContent type:
Media type:
Carrier type:
ISBN:
  • 9781118032084
  • 111803208X
Subject(s): DDC classification:
  • 330.0182
LOC classification:
  • .H548 2011
  • .A3 2011
Contents:
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.

"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.

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