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 12. Simple Linear Regression 533. Interval Estimation and Hypothesis Testing 1034. Prediction, Goodness of Fit and Modeling Issues 1235. Multiple Linear Regression 1606. Further Inference in the Multiple Regression Model 1817. Using Indicator Variables 2118. Heteroskedasticity 2479. Regression with Time-Series Data: Stationary Variables 26910. Random Regressors and Moment Based Estimation 31911. Simultaneous Equations Models 35712. Regression with Time-Series Data: Nonstationary Variables 38513. Vector Error Correction and Vector Autoregressive Models 40714. Time-Varying Volatility and ARCH Models 42615. Panel Data Models 44216. Qualitative and Limited Dependent Variable Models 489A. Review of Math Essentials 547B. Review of Probability Concepts 555C. Review of Statistical Inference 574