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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.
Holdings
Item type Current library Call number Status Date due Barcode
General Lending Carlow Campus Library IN PROCESSING 330.0182 (Browse shelf(Opens below)) Available 86000

"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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