단행본
Using Stata for Principles of Econometrics
- 판사항
- fourth edition
- 발행사항
- New York : John Wiley & Sons, Inc, 2011
- 형태사항
- xii, 611 p. : ill. ; 28cm
- 키워드
- Econometrics, Stata
소장정보
| 위치 | 등록번호 | 청구기호 / 출력 | 상태 | 반납예정일 |
|---|---|---|---|---|
이용 가능 (1) | ||||
| 자료실 | E205325 | 대출가능 | - | |
이용 가능 (1)
- 등록번호
- E205325
- 상태/반납예정일
- 대출가능
- -
- 위치/청구기호(출력)
- 자료실
책 소개
Using Stata for Principles of Econometrics is a cutting edge text which incorporates the capabilities of Stata software to practically apply the principles of econometrics. Readers will learn how to apply basic econometric tools and the Stata software to estimation, inference and forecasting in the context of real world economic problems. In order to make concepts more accessible, it also offers lucid descriptions of techniques as well as appropriate applications to today's situations. Along the way, readers will find introductions to simple economic models and questions to enhance critical thinking.
목차
Chapter 1. Introducing Stata
Chapter 2. Simple linear regression
Chapter 3. Interval estimation and hypothesis testing
Chapter 4. Prediction, goodness of fit and modeling issues
Chapter 5. Multiple linear regression
Chapter 6. Further inference in the multiple regression model
Chapter 7. Using indicator variables
Chapter 8. Heteroskedasticity
Chapter 9. Regression with time-series data : stationary variables
Chapter 10. Random regressors and moment based estimation
Chapter 11. Simultaneous equations models
Chapter 12. Regression with time-series data : nonstationary variables
Chapter 13. Vector error correction and vector autoregressive models
Chapter 14. Time-varying volatility and ARCH models
Chapter 15. Panel data models
Chapter 16. Qualitative and limited dependent variable models
Appendix A. Review of math essentials
Appendix B. Review of probability concepts
Appendix C. Review of statistical inference.
