An Introduction to Modern Econometrics Using Stata, hereafter IMEUS, by Christo – pher F. Baum, is useful and informative, somewhat difficult in parts, and. An Introduction to Modern. Econometrics Using Stata. CHRISTOPHER F. BAUM. Department of Economics. Boston College. A Stata Press Publication. An Introduction to Modern Econometrics Using Stata, by Christopher F. Baum, successfully bridges the gap between learning econometrics and.
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Baum provides students and researchers [with] a hands-on guide to modern econometric techniques by means of many well-documented examples in Stata. The examples are also useful templates for those who need to write Stata routines for their own work.
Treatment and transformation of cross-section, time-series, and panel data are carefully explained. The coverage of the text is broad and up to economettics. Economic and financial consultants will find this text to be an invaluable guide to using Stata for creating reproducible, error-free data and introdution analysis, as well as quality graphic presentations. The book is comprehensive and easy to follow, etata substantive coverage of econometric theory and applications using the full array of Stata’s capabilities.
This text should serve as an excellent learning and reference guide for every hsing. It provides a wealth of practical tips and sample applications that help the intermediate-level Stata user advance in making the most efficient use of Stata.
It is thoughtfully organized along the lines of an econometrics textbook, allowing practitioners to find relevant and useful commands, procedures, and examples by topics that are familiar and immediate. It also includes a most helpful appendix for novice programmers that will expedite their development into untroduction Stata programmers. This book is a must-have reference for any organization that needs to train practitioners of econometrics in the use of Stata.
Mocern you like to tell us about a lower price? If you are a seller for this product, would you like to suggest updates through seller support? Integrating modrn contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.
As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core buam topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models.
Subsequent chapters center on the consequences of failures of the linear regression model’s assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation.
The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming. Presenting many of the econometric theories statz in modern empirical research, this introduction illustrates how to apply these concepts using Stata.
The book serves both as a supplementary text for undergraduate and graduate students and as econometrcis clear guide for economists and financial analysts. Read more Read less. Add both to Cart Add both to List. These items are shipped from and sold by different sellers.
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Review Baum provides students and researchers [with] a hands-on guide to modern econometric techniques by means of many well-documented examples in Stata. Stata Press; 1 edition August 17, Language: Don’t have a Kindle? Try the Kindle edition and experience these great reading features: Share your thoughts with other customers. Write a customer review. Showing of 10 reviews. Top Reviews Most recent Top Reviews.
There was a problem filtering reviews right now. Please try again later. Kindle Edition Verified Purchase. Great book, unfortunately it is several versions of Stata out of date. So you spend a lot of time reading the Stata manual trying to figure out the modern version of the command, program, or option described in the book. Useful book it helps me in class and understanding for the material even I can’t understand on class.
Definitely an important tool for economist or anyone utilizing data analysis tools for their research.
EconPapers: An Introduction to Modern Econometrics using Stata
I would recommend this book to all interested in data research. One person found this helpful. This book contains all of the teaching errors that one finds in the worst of technical books. First, the subject index contains few subjects, considering how many are addressed in the book itself.
Second, when subjects are addressed, it is possible to find a few pages to which the reader is directed, whereas the same term is actually used on scores of pages.
A second problem is the writer’s predisposition to use terms before he defines them. In fact, sometimes the writer uses terms that he never ever explains. Also, he applies details that he never explains on some command lines. Moreover, the writer constantly refers to commands that are explained in other books, but that he does not trouble to explain in his own book. Econometric so many words, this guy wants to cover more in his book than he can, so he scrimps on his explanations and his wording.
There’s a solution to this problem. Cover less, but explain it all more fully. I am surprised that ah other readers who rated this book did not see these problems.
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There must be hundreds of examples of all of this. It reviews most major topics in econometrics in bwum concise manner and shows how to treat these issues using Stata. In doing so the book also introduces a number of very useful commands, which you will find yourself using in all your regressions. Remember, however, that this is “An Introduction” and therefore other books will be necessary for a more in depth exposition of certain topics.
Regardless, this book is perfect introduxtion both postgraduate students as well as researchers looking to re-familiarise themselves with econometrics.
An Introduction to Modern Econometrics using Stata
This book gives a good overview of some of the commands one would need to do regression analysis with STATA. See all 10 reviews. Amazon Giveaway allows you to run promotional giveaways uusing order to create buzz, reward your audience, and attract new followers and customers.
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An Introduction to Modern Econometrics using Stata
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