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An Introduction to Modern Econometrics Using Stata 1st Edition

by Christopher F. Baum (Author)

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Integrating a 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 econometric 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 used 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 a clear guide for economists and financial analysts.

ISBN-10

1597180130
ISBN-13

978-1597180139
Edition

1st
Publisher

Stata Press
Publication date

August 17, 2006
Language

English
Dimensions

7.25 x 0.75 x 9.5 inches
Print length

341 pages
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Editorial Reviews

Review

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 date. … a valuable companion to undergraduate- and graduate-level econometric textbooks.
-Serena Ng, Department of Economics, University of Michigan, Ann Arbor, USA

Christopher Baum's An Introduction to Modern Econometrics Using Stata is probably the only econometrics text published to date that pays serious attention to reproducibility of research and systematic data validation using Stata's data audit commands along with do-file and programming capabilities. Economic and financial consultants will find this text to be an invaluable guide to using Stata for creating reproducible, error-free data and econometric analysis, as well as quality graphic presentations. The book is comprehensive and easy to follow, with 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 consultant.
-Zaur Rzakhanov, Ph.D., Analysis Group Inc., Boston, Massachusetts, USA

This book is a wonderful complement to the Stata technical manuals. 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 proficient Stata programmers. This book is a must-have reference for any organization that needs to train practitioners of econometrics in the use of Stata.
-Peter Boberg, CRA International

About the Author

Christopher F. Baum

Product details

Publisher ‏ : ‎ Stata Press; 1st edition (August 17, 2006)
Language ‏ : ‎ English
Paperback ‏ : ‎ 341 pages
ISBN-10 ‏ : ‎ 1597180130
ISBN-13 ‏ : ‎ 978-1597180139
Item Weight ‏ : ‎ 1.6 pounds
Dimensions ‏ : ‎ 7.25 x 0.75 x 9.5 inches

Best Sellers Rank: #634,011 in Books (See Top 100 in Books)
- #106 in Econometrics & Statistics
- #126 in Mathematical & Statistical Software
- #900 in Probability & Statistics (Books)

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Customer reviews

4.3 out of 5

25 global ratings

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A_Dude_Buying_Stuff

Excellent examples. There are few better resources available to ...

Reviewed in the United States on June 29, 2015

Verified Purchase

Very clear wording. Excellent examples. There are few better resources available to use to learn how to use Stata effective. Highly recommended.

One person found this helpful

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viola

Great Book

Reviewed in the United States on January 29, 2014

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Useful book it helps me in class and understanding for the material even I can't understand on class. Highly recommend.

2 people found this helpful

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Tade

Valuable for Econometric Research

Reviewed in the United States on April 22, 2014

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Definitely an important tool for economist or anyone utilizing data analysis tools for their research. I would recommend this book to all interested in data research.

One person found this helpful

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Armelle Otou

Five Stars

Reviewed in the United States on September 8, 2017

Looks great

Reviewed in the United States on October 3, 2017

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.

2 people found this helpful

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Senal Weerasooriya

Five Stars

Reviewed in the United States on January 30, 2015

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Great

One person found this helpful

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Dr A Posso

Best econometrics text for applied economists I have ever read!

Reviewed in the United States on April 19, 2009

Christopher Baum's "An Introduction to Modern Econometrics Using Stata" is simply the best econometrics text for applied economists I have ever read. It reviews most major topics in econometrics in a 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 for both postgraduate students as well as researchers looking to re-familiarise themselves with econometrics.

8 people found this helpful

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William C. Gruben

This book covers too many subjects without explaining them adequately

Reviewed in the United States on December 29, 2015

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. In 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 the other readers who rated this book did not see these problems. There must be hundreds of examples of all of this.

One person found this helpful

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