Econometrics in Theory and Practice

Analysis of Cross Section, Time Series and Panel Data with Stata 15.1

  • Panchanan┬áDas

Table of contents

  1. Front Matter
    Pages i-xxvii
  2. Introductory Econometrics

  3. Advanced Analysis of Cross Section Data

    1. Front Matter
      Pages 153-153
    2. Panchanan Das
      Pages 167-206
    3. Panchanan Das
      Pages 207-243
  4. Analysis of Time Series Data

    1. Front Matter
      Pages 245-245
    2. Panchanan Das
      Pages 247-259
    3. Panchanan Das
      Pages 261-304
    4. Panchanan Das
      Pages 417-437
    5. Panchanan Das
      Pages 439-453
  5. Analysis of Panel Data

    1. Front Matter
      Pages 455-455
    2. Panchanan Das
      Pages 457-497
    3. Panchanan Das
      Pages 513-540
    4. Panchanan Das
      Pages 541-565

About this book


This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software.

The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.


Econometrics Cross-Sectional Models Time-Series Models Models with Panel Data Applied Econometrics

Authors and affiliations

  • Panchanan┬áDas
    • 1
  1. 1.Department of EconomicsUniversity of CalcuttaKolkataIndia

Bibliographic information

  • DOI
  • Copyright Information Springer Nature Singapore Pte Ltd. 2019
  • Publisher Name Springer, Singapore
  • eBook Packages Economics and Finance
  • Print ISBN 978-981-32-9018-1
  • Online ISBN 978-981-32-9019-8
  • Buy this book on publisher's site