Normal view MARC view ISBD view
Tipo: materialTypeLabelLibro - General
Ubicación Física: 330.015195 / B347 2006

An introduction to modern econometrics using stata /

Autor: Baum, Christopher F.
Pié de imprenta: Coillege Station [Texas] : Stata Press Publication, 2006.
Descripción: 341 páginas ; ilustraciones, gráficas ; 18 x 23 cm.
ISBN: 9781597180139.
Tema(s):
Contenido: 1. Introduction. 2. Working with economics and financial data in Satata. 3. Organizing and handling economic data. 4. Linear regression. 5. Speciffying the functional form. 6. Regression with non-i.i.d. error. 7. Regression with indicator variables. 8. Instrumental variables estimators. 9. Panel-data models. 10. Models of discrete and limited dependent variables. A. Getting the data into Stata. B. The basics of Stata programming.
Contenido: 1. Introducción. 2. Trabajar con datos económicos y financieros en satata. 3. Organización y manejo de datos económicos. 4. Regresión lineal. 5. Especificando la forma funcional. 6. Regresión con non-i.i.d. error. 7. Regresión con variables indicadoras. 8. Estimadores de variables instrumentales. 9. Modelos de panel de datos. 10. Modelos de variables dependientes discretas y limitadas. A. Obtención de los datos en Stata. B. Los fundamentos de la programación de stata.
Resumen: An Introduction to Modern Econometrics Using Stata survey many of the econometric tools used in modern empirical research and how to use them in Stata. Baum presents the essential elements of working with economic and financial data, including cross section, time series, and panel data structures; merge, append, and reshape tools; and data validation. He covers approaches such as linear regression, generalized least squares, regression with indicator variables, instrumental variables methods, panel-data models, and models of limited dependent variables, Baum illustrates these techniques with examples from the applied literature, using datasets that are downloadable from the book's web site. An appendix presents the basics of Stata do-file programming. The book develops the necessary analytical results needed to understand using estimators, hypothesis tests, and tests of model validity. Readers need no prior experience with Stata. The book should be particularly useful for those who have had an econometrics course and some experience with statistical packages but who need a clear guide to using state-of-the-art econometric techniques in Stata.

List(s) this item appears in: Adquisiciones Ccias. Económicas y Adm. 2017-
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Collection Call number Copy number Status Date due Barcode
Libro - General Libro - General Biblioteca UCATOLICA
Carrera 13
Colección General 330.015195/B347/2006 (Browse shelf) Ej. 1 Available 51899
Libro - General Libro - General Biblioteca UCATOLICA
Carrera 13
Colección General 330.015195/B347/2006 (Browse shelf) Ej. 2 Available 61717
Browsing Biblioteca UCATOLICA Shelves , Shelving location: Carrera 13 , Collection code: Colección General Close shelf browser
330.015195 / B228 Fundamentos y posibilidades de la econometría / 330.015195 / B228c Complementos de econometría / 330.015195/B347/2006 An introduction to modern econometrics using stata / 330.015195/B347/2006 An introduction to modern econometrics using stata / 330.015195/B873/2014 Introductory econometrics for finance / 330.015195 / C182 Microeconometrics using stata / 330.015195 / C182 Microeconometrics using stata /

1. Introduction. 2. Working with economics and financial data in Satata. 3. Organizing and handling economic data. 4. Linear regression. 5. Speciffying the functional form. 6. Regression with non-i.i.d. error. 7. Regression with indicator variables. 8. Instrumental variables estimators. 9. Panel-data models. 10. Models of discrete and limited dependent variables. A. Getting the data into Stata. B. The basics of Stata programming.

1. Introducción. 2. Trabajar con datos económicos y financieros en satata. 3. Organización y manejo de datos económicos. 4. Regresión lineal. 5. Especificando la forma funcional. 6. Regresión con non-i.i.d. error. 7. Regresión con variables indicadoras. 8. Estimadores de variables instrumentales. 9. Modelos de panel de datos. 10. Modelos de variables dependientes discretas y limitadas. A. Obtención de los datos en Stata. B. Los fundamentos de la programación de stata.

Economía

An Introduction to Modern Econometrics Using Stata survey many of the econometric tools used in modern empirical research and how to use them in Stata. Baum presents the essential elements of working with economic and financial data, including cross section, time series, and panel data structures; merge, append, and reshape tools; and data validation. He covers approaches such as linear regression, generalized least squares, regression with indicator variables, instrumental variables methods, panel-data models, and models of limited dependent variables, Baum illustrates these techniques with examples from the applied literature, using datasets that are downloadable from the book's web site. An appendix presents the basics of Stata do-file programming. The book develops the necessary analytical results needed to understand using estimators, hypothesis tests, and tests of model validity. Readers need no prior experience with Stata. The book should be particularly useful for those who have had an econometrics course and some experience with statistical packages but who need a clear guide to using state-of-the-art econometric techniques in Stata.

There are no comments for this item.

Log in to your account to post a comment.

Click on an image to view it in the image viewer

Universidad Católica de Colombia
La Universidad Católica de Colombia es una Institución de Educación Superior sujeta a inspección y vigilancia por el Ministerio de Educación, reconocida mediante Resolución Número 2271 de julio 7 de 1970 del Ministerio de Justicia.
Universidad Católica de Colombia © Copyright 2017
Universidad Católica de Colombia • PBX: (57 1) 3 27 73 00 - (57 1) 3 27 73 33
Bogotá, Avenida Caracas # 46 -72, sede Las Torres • Bogotá, Carrera 13 # 47 – 30, Sede 4​ • Bogotá, Diagonal 46 A # 15 B – 10, sede El Claustro
Bogotá, Carrera 13 # 47 – 49, sede Carrera 13