Libro - GeneralUbicación 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. |
Lista(s) en las que aparece este ítem: Adquisiciones Ccias. Económicas y Adm. 2017-
| Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Copia número | Estado | Fecha de vencimiento | Código de barras | |
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Libro - General
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Biblioteca Sede 4 Sede4 | Colección General | 330.015195/B347/2006 (Navegar estantería(Abre debajo)) | Ej. 1 | Disponible | 51899 | ||
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Libro - General
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Biblioteca Sede 4 Sede4 | Colección General | 330.015195/B347/2006 (Navegar estantería(Abre debajo)) | Ej. 2 | Disponible | 61717 |
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.
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