Using Stata for Principles of Econometrics

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

1. Introducing Stata 1

2. Simple Linear Regression 53

3. Interval Estimation and Hypothesis Testing 103

4. Prediction, Goodness of Fit and Modeling Issues 123

5. Multiple Linear Regression 160

6. Further Inference in the Multiple Regression Model 181

7. Using Indicator Variables 211

8. Heteroskedasticity 247

9. Regression with Time-Series Data: Stationary Variables 269

10. Random Regressors and Moment Based Estimation 319

11. Simultaneous Equations Models 357

12. Regression with Time-Series Data: Nonstationary Variables 385

13. Vector Error Correction and Vector Autoregressive Models 407

14. Time-Varying Volatility and ARCH Models 426

15. Panel Data Models 442

16. Qualitative and Limited Dependent Variable Models 489

A. Review of Math Essentials 547

B. Review of Probability Concepts 555

C. Review of Statistical Inference 574

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.