Overview

This is the Using Stata text for Principles of Econometrics, 4th Edition. Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer.

Full Product Details

Author:   Lee C. Adkins (Oklahoma State University) ,  R. Carter Hill (Louisiana State University)
Publisher:   John Wiley & Sons Inc
Imprint:   John Wiley & Sons Inc
Edition:   4th edition
Dimensions:   Width: 21.60cm , Height: 3.60cm , Length: 27.70cm
Weight:   1.406kg
ISBN:  

9781118032084

ISBN 10:   111803208
Pages:   624
Publication Date:   06 December 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   To order  
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

1. Introducing Stata 1 2. Simple Linear Regression 53 3. Interval Estimation and Hypothesis Testing 103 4. Prediction, Goodness of Fit and Modeling Issues 123 5. Multiple Linear Regression 160 6. Further Inference in the Multiple Regression Model 181 7. Using Indicator Variables 211 8. Heteroskedasticity 247 9. Regression with Time-Series Data: Stationary Variables 269 10. Random Regressors and Moment Based Estimation 319 11. Simultaneous Equations Models 357 12. Regression with Time-Series Data: Nonstationary Variables 385 13. Vector Error Correction and Vector Autoregressive Models 407 14. Time-Varying Volatility and ARCH Models 426 15. Panel Data Models 442 16. Qualitative and Limited Dependent Variable Models 489 A. Review of Math Essentials 547 B. Review of Probability Concepts 555 C. Review of Statistical Inference 574

Reviews

Author Information

Lee C. Adkins and R. Carter Hill are the authors of Using Stata for Principles of Econometrics, 4th Edition, published by Wiley.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions