Kolenikov S.O. Applied econometric analysis with Stata. /KL/2001/00.-112p.

Abstract

This publication introduces informally the main methods of applied econometric research. The concepts of linear regression and least squares estimation are outlined. Violations of their underlying assumptions are discussed, and their diagnostics and cures are proposed. Statistical software package Stata is overviewed, including the main concepts of the package, the basic commands, and the efficient usage techniques. The Russian Longitudinal Monitoring Survey (RLMS) is mentioned as the example of the real economic data on Russia. The contents of this data base is outlined, and some subtleties of its proper use are discussed.