Using Stata for Principles of Econometrics

基本信息

Format:Paperback / softback 624 pages

Publisher:John Wiley & Sons Inc

Imprint:John Wiley & Sons Inc

Edition:4th Edition

ISBN:9781118032084

Published: 28 Sep 2011

Classifications:Econometrics

Readership:Professional & Vocational

Weight:1436g

Dimensions:278 x 218 x 31 (mm)

Pub. Country:United States

頁面參數僅供參考，具體以實物為準

書籍簡介

這是使用Stata軟件的計量經濟學原理，第4版。

計量經濟學是一本面向經濟學和金融學本科生的介紹性書籍，可用於許多領域的MBA和一年級研究生。第四版讓學生了解為什麼計量經濟學是必要的和基本的計量經濟學工具的工作知識。本文通過介紹非常簡單的經濟模型，提出學生可以回答的經濟問題，強調動機、理解和實施。

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.

目錄

1. Introducing Stata 

2. Simple Linear Regression 

3. Interval Estimation and Hypothesis Testing 

4. Prediction, Goodness of Fit and Modeling Issues

5. Multiple Linear Regression

6. Further Inference in the Multiple Regression Model

7. Using Indicator Variables 

8. Heteroskedasticity

9. Regression with Time-Series Data: Stationary Variables

10. Random Regressors and Moment Based Estimation 319

11. Simultaneous Equations Models 

12. Regression with Time-Series Data: Nonstationary Variables 

13. Vector Error Correction and Vector Autoregressive Models 

14. Time-Varying Volatility and ARCH Models 

15. Panel Data Models 

16. Qualitative and Limited Dependent Variable Models 

A. Review of Math Essentials 

B. Review of Probability Concepts 

C. Review of Statistical Inference 

作者簡介

Lee C. Adkins和R. Carter Hill是Wiley出版的《使用Stata軟件的計量經濟學原理》第四版的作者。

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