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Analysis of Economics Data: An Introduction to Econometrics


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Author:
A. Colin Cameron
Publisher: Independently published
Copyright: 2022
ISBN-13: 979-8-79599-986-9
Pages: 513; paperback
Author:
A. Colin Cameron
Publisher: Independently published
Copyright: 2022
ISBN-13:
Pages: 513; eBook
Price: $0.00
Author:
A. Colin Cameron
Publisher: Independently published
Copyright: 2022
ISBN-13:
Pages: 513; Kindle
Price: $

Comment from the Stata technical group

This is a book for learning by doing using statistical software. Although the word econometrics suggests that the book is for economists, the book can be used by anyone with a basic understanding of probability and statistics. It is a complement to more advanced undergraduate textbooks in econometrics and can be used as a quick reference to basic concepts and how to apply them using statistical software.

Each chapter uses one dataset to illustrate how to apply the methods discussed and how to interpret them. At the end of each chapter, multiple exercises, using a variety of datasets, reinforce the concepts presented. Answers to most odd-numbered exercises allow you to verify your work.

The first four chapters introduce estimation and inference for one random variable. Chapters 5 to 15 introduce estimation for multivariate data and establish the foundations for regression analysis. Chapter 16 presents discussions about model and data assumptions and how to verify and diagnose them. Chapter 17 briefly introduces a wide array of topics that go beyond a basic regression course, such as panel data and instrumental-variables estimation.

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