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Econometrics in Theory and Practice


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Author:
Panchanan Das
Publisher: Springer
Copyright: 2019
ISBN-13: 978-981-32-9018-1
Pages: 565; hardcover
Author:
Panchanan Das
Publisher: Springer
Copyright: 2019
ISBN-13:
Pages: 565; eBook
Author:
Panchanan Das
Publisher: Springer
Copyright: 2019
ISBN-13:
Pages: 565; Kindle

Comment from the Stata technical group

Econometrics in Theory and Practice by Panchanan Das is a book to learn how to use econometrics in practice. Unlike texts that focus on theory and place little weight on empirical applications, Das's aim is to emphasize how to apply the econometric tools. The instrument that ties theory and application of econometrics is statistical software. The instrument of choice— Stata.

The book starts by introducing basic statistical and Stata concepts. It then proceeds to explain the linear regression model and talks about limited dependent variable models. These are the topics of the first two parts of the book. The third part books covers time-series analysis. The topics range from stationary to nonstationary time series and from univariate to multivariate time series. The third part also covers models for volatility and forecasting. The last section covers linear panel-data models and discusses nonstationary panel-data tests and dynamic panel-data models.

This book is a helpful reference for those that want an introduction to econometric theory with an emphasis on how to apply these tools to their data.

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