tailieunhanh - Using stata for principles of econometrics: Part 2

(BQ) The following will be discussed in this part: Random regressors and moment based estimation, simultaneous equations models, regression with time-series data: nonstationary variables, vector error correction and vector autoregressive models, time-varying volatility and ARCH models, panel data models, qualitative and limited dependent variable models, review of math essentials. | Using stata for principles of econometrics Part 2