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Using Stata for Principles of Econometrics

Using Stata for Principles of Econometrics - Free Ebook Download

Book Detail

Author/Editor(s): Lee C. Adkins, R. Carter Hill
Publication Date: October 18, 2011
ISBN-10: 111803208X
ISBN-13: 978-1118032084
Language: English
Edition: 4
Publisher: Wiley
Size: 6.62 MB
Format: pdf

Book Description

This book is a supplement to Principles of Econometrics, 4th Edition by R. Carter Hill, William E. Griffiths and Guay C. Lim (Wiley, 2011), hereinafter POE4. This book is not a substitute for the textbook, nor is it a stand alone computer manual. It is a companion to the textbook, showing how to perform the examples in the textbook using Stata Release 11. This book will be useful to students taking econometrics, as well as their instructors, and others who wish to use Stata for econometric analysis.

Stata is a very powerful program that is used in a wide variety of academic disciplines. The website is http://www.stata.com. There you will find a great deal of documentation. One great and visual resource is at UCLA: http://www.ats.ucla.edu/stat/stata/. We highly recommend this website.

In addition to this computer manual for Stata, there are similar manuals and support for the software packages EViews, Excel, Gretl and Shazam. In addition, all the data for POE4 in various formats, including Stata, are available at http://www.wiley.com/college/hill.

Individual Stata data files, errata for this manual and the textbook can be found at http://www.principlesofeconometrics.com/.

About the Author

Lee C. Adkins, Department of Economics, Oklahoma State University, Stillwater, OK 74078, lee.adkins@okstate.edu.

R. Carter Hill, Economics Department, Louisiana State University, Baton Rouge, LA 70803, eohill@lsu.edu.

Reviews

I teach both basic and advanced econometrics and this textbook has been very helpful to prepare empirical exercises with STATA. I definitely recommend it to educators and students.

--Viviana Fernandez, Amazon Customer Reviews
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