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Sinopse
As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming.
Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.
Ficha técnica
Especificações
ISBN | 9781597180139 |
---|---|
Pré venda | Não |
Peso | 381g |
Autor para link | BAUM CHRISTOPHER F. |
Livro disponível - pronta entrega | Não |
Dimensões | 23 x 16 x 1 |
Tipo item | Livro Importado |
Número de páginas | 341 |
Número da edição | 1ª EDIÇÃO - 2006 |
Código Interno | 601325 |
Código de barras | 9781597180139 |
Acabamento | PAPERBACK |
Autor | BAUM, CHRISTOPHER F. |
Editora | STATA PRESS |
Sob encomenda | Sim |