Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1

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