Econometrics in Theory and Practice: Analysis of Cross Section, Time Series and Panel Data with Stata 15.1 (Hardcover, 2019)

Introduction to Econometrics and Statistical Software.- Linear Regression Model: Properties and Estimation.- Linear Regression Model: Goodness of Fit and Testing of Hypothesis.- Linear Regression Model: Relaxing the Classical Assumptions.- Analysis of Collinear Data: Multicollinearity.- Linear Regression Model: Qualitative Variables as Predictors.- Limited Dependent Variable Model.- Multivariate Analysis.- Time Series: Data Generating Process.- Stationary Time Series.- Nonstationarity, Unit Root and Structural Break.- Cointegration, Error Correction and Vector Autoregression.- Cointegration, Error Correction and Vector Autoregression.- Time Series Forecasting.