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An Introduction to Modern Econometrics Using Stata

An Introduction to Modern Econometrics Using Stata

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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 places modern econometric theory in a practical context applied to real data sets using Stata software. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and demonstrates how to apply theory to practice with numerous examples. He begins with several chapters that build familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.