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Fundamentals of Applied Econometrics

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Richard A. Ashley
Publisher: Wiley
Copyright: 2012
ISBN-13: 978-0-470-59182-6
Pages: 710; hardcover
Price: $49.50
Richard A. Ashley
Publisher: Wiley
Copyright: 2012
Pages: 710; eBook
Price: $0.00

Comment from the Stata technical group

Fundamentals of Applied Econometrics by Richard A. Ashley is an elementary introduction to econometrics focused on the linear regression model. Because it uses no matrix algebra, the book can be used as the main text in a one- or two-semester undergraduate econometrics course or a master’s-level methods course in the social sciences. The book is also recommended for junior analysts in industry and government who need a reference book to guide them along while doing empirical work.

The book is divided into three parts and begins with a refresher on the basics of statistics and hypothesis testing. The core of the book is centered on linear regression, beginning with the simple bivariate regression model with independent errors. Later chapters then introduce multiple regression, stochastic regressors and endogeneity, and regression with time-series data. Three full chapters are devoted to diagnostics and to testing model specification. The third part of the book, which could form the basis of a second-semester course when supplemented with other materials, discusses panel data, forecasting time series, and binary-choice models.

Most of the numerical examples in the book are produced using Stata, as are all the graphs. Stata datasets for all examples and exercises are available at the publisher’s website. Throughout the book are what the author calls “Active Learning Exercises,” longer problems that guide readers through the analysis of real datasets and help them get a “hands-on” feel for doing econometrics.

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