Abstract
This article reviews An Introduction to Modern Econometrics Using Stata by Christopher F. Baum.
Keywords
References
1.
Allison
P. D.
2002 . Missing data. Sage University Papers Series on Quantitative Applications in the Social Sciences. Thousand Oaks, CA : Sage .
2.
Arellano
M.
1987 . Computing robust standard errors for within-groups estimators . Oxford Bulletin of Economics and Statistics 49 : 431 –434 .
3.
Baum
C. F.
2006 . An Introduction to Modern Econometrics Using Stata. College Station, TX : Stata Press.
4.
Baum
C. F.
,
Schaffer
M. E.
, and
Stillman
S.
2003 . Instrumental variables and GMM: Estimation and testing . Stata Journal 3 : 1 –31 .
5.
Cleves
M.
,
Gould
W.
, and
Gutierrez
R.
2004 . An Introduction to Survival Analysis Using Stata. Rev. ed. College Station, TX : Stata Press.
6.
Kézdi
G.
2004 . Robust standard error estimation in fixed-effects panel models . Hungarian Statistical Review Special number 9 : 96 –116 .
7.
Kolev
G. I.
2006 . Stata tip 31: Scalar or variable? The problem of ambiguous names . Stata Journal 6 : 279 –280 .
8.
Long
J. S.
, and
Freese
J.
2006 . Regression Models for Categorical Dependent Variables Using Stata. 2nd ed. College Station, TX : Stata Press.
9.
Mikusheva
A.
, and
Poi
B. P.
2006 . Tests and confidence sets with correct size when instruments are potentially weak . Stata Journal 6 : 335 –347 .
10.
Mitchell
M.
2004 . A Visual Guide to Stata Graphics. College Station, TX : Stata Press.
11.
Nichols
A.
2006 . Weak instruments: An overview and new techniques. Boston, MA : 5th North American Stata Users Group meetings. http://www.stata.com/meeting/5nasug/wiv.pdf.
12.
Rabe-Hesketh
S.
, and
Skrondal
A.
2005 . Multilevel and Longitudinal Modeling Using Stata. College Station, TX : Stata Press.
13.
Royston
P.
2005 . Multiple imputation of missing values: Update of ice . Stata Journal 5 : 527 –536 .
14.
Stock
J. H.
, and
Watson
M. W.
2006 . Heteroskedasticity-robust standard errors for fixed effects panel data regression. NBER Technical Working Paper No. 323. http://www.nber.org/papers/T0323/.
15.
Wooldridge
J. M.
2006 . Introductory Econometrics: A Modern Approach. 3rd ed. New York : South-Western.
