Stanislav Kolenikov
Applied Econometric Analysis with Stata
2003

Chapter 1. Introduction

Chapter 2. Regression models
  2.1 How statistical models are used in economic research
  2.2 The classical linear regression model
    2.2.1 Notation
    2.3.1 Least squares
    2.3.3 Hypothesis testing
  2.3 Violation of the classical model assumptoins
    2.3.1 Noncentrality
    2.3.2 Stochastic regressors
    2.3.3 Heteroskedasticity 
    2.3.4 Serial correlation
    2.3.5 Clustered data
    2.3.6 Multicollinearity
    2.3.7 Robustness
    2.3.8 Transformations toward normality
  2.4 Other deviations from the classical model
    2.4.1 Model specification and variable selection
    2.4.2 Nonlinearity
    2.4.3 Influential observations
    2.4.4 Visual analysis
    2.4.5 Multiple hypothesis testing
    2.4.6 Missing data
  2.5 Regression diagnostics
    2.5.1 Resume of the diagnostic tests
    2.5.2 An example
  2.6 Models with discrete and limited dependent variables
    2.6.1 Binary dependent variables
    2.6.2 Multinomial dependent variables
    2.6.3 Truncated and censored dependent variables
  2.7 Panel data
    2.7.1 Fixed effects model
    2.7.2 Random effects model
    2.7.3 Specification testing
    2.7.4 Limited dependent variables
    2.7.5 Miscellaneous comments
    2.7.6 Random coefficients and mixed models
  2.8 Other specifications of dependencies
    2.8.1 Simultaneous equations
    2.8.2 Quantile regression
    2.8.3 Nonparametric regression

Chapter 3. Introduction to Stata
  3.1 Notation
  3.2 Installation
  3.3 Stata interface
  3.4 The general syntax of Stata commands
  3.5 Help system
  3.6 if and in qualifiers
  3.7 File management
  3.8 Data management
  3.9 Statistical tools
  3.10 Functions
  3.11 Repetitive tasks
  3.12 The results and log-files
  3.13 Programming
  3.14 Graphics
  3.15 Settings and information commands
  3.16 Stata Internet capabilites and resources
  3.17 How to get more from Stata
  3.18 Error messages
  3.19 Other
  3.20 How to start working

Chapter 4. Russian Longitudinal Monitoring Survey

Chapter 5. Conclusion

Chapter 6. Home assignments

References