Econometrics in theory and practice : analysis of cross section, time series and panel data with stata 15.1 / by Panchanan Das

Includes appendix and reference.

PART I : INTRODUCTORY ECONOMETRICS : 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 -- PART II : ADVANCE ANALYSIS OF CROSS SECTION DATA : Linear regression model : qualitative variables as predictors -- Limited dependent variable model -- Multivariate analysis -- PART III : ANALYSIS OF TIME SERIES DATA : Time series : data generating process -- Stationary times series -- Nonstationarity, unit root and structural break -- Cointegration, error correction and vector autoregression -- Modeling volatility clustering -- Time series forecasting -- PART IV : ANALYSIS OF PANEL DATA : Panel data analysis : static models -- Panel data static model : testing of hypotheses -- Panel unit root test -- Dynamic panel model