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Econometrics For Dummies

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Roberto Pedace
Publisher: Wiley
Copyright: 2013
ISBN-13: 978-1-118-53384-0
Pages: 342; paperback
Price: $21.50
Roberto Pedace
Publisher: Wiley
Copyright: 2013
Pages: 342; eBook
Price: $

Comment from the Stata technical group

Econometrics for Dummies is an ideal companion for an introductory course in econometrics. The book is written for people that want to learn how to use econometrics in their research and complements the discussion of theory with advice about how to move from data and economic theory to estimation. All the computational examples and output in the book use Stata. The book assumes some previous knowledge of statistics and economics but does offer a comprehensive review of the basic concepts needed to understand the concepts in the text.

The first part of the book is a review of basic statistics and probability, an introduction to Stata, and a discussion of the different types of data commonly encountered by researchers. The book then delves into the ordinary least-squares and the Gauss-Markov theorems. After presenting the Gauss-Markov theorem the author discusses the most common violations of the assumptions of the theorem — heteroskedasticity, collinearity, and autocorrelation — and how to diagnose and deal with them. The book also discusses binary outcome models, models for censored and truncated outcomes, sample selection, time-series models, and panel-data models.

Econometrics for Dummies presents theoretical econometric results and provides an intuitive interpretation of them. The book is a good reference for those wanting to get an insight into basic econometric concepts encountered in an introductory econometrics course.

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