A Guide to Modern Econometrics, 5th Edition.
Marno Verbeek
Replications by Solomon Negash Using Stata
Examples
Chapter 2. An Introduction to Linear Regression [Stata]
Chapter 3. Interpreting and Comparing Regression Models [Stata]
Chapter 4. Heteroskedasticity and Autocorrelation [Stata]
Chapter 5. Endogenous Regressors, Instrumental Variables and GMM [Stata]
Chapter 6. Maximum Likelihood Estimation and Specification Tests
Chapter 7. Models with Limited Dependent Variables [Stata]
Chapter 8. Univariate Time Series Models
Chapter 9. Multivariate Time Series Models
Chapter 10. Models Based on Panel Data [Stata]