Stata相关书目推荐

太赞了，兴奋的发狂啊，人大经济论坛真是个学习的好地方

谢谢楼主整理的书目

补充一份我整理的书单（尚不完全，多数都能在本论坛找到电子版）

1. 书单（Yes表示有电子版）

（1） Logit/Probit

• Maddala(1983)        Yes
  

       Maddala, G., 1983, “Limited-Dependent and Qualitative Variables in Econometrics”, Cambridge University Press, Cambridge.

• Hosmer and Lemeshow(2000)        Yes
  

       Hosmer, D., S. Lemeshow, 2000, “Applied Logistic Regression”, John Wiley & Sons, Inc, New York.

• Long and Freese(2001)        Yes
  

       Long, J., J. Freese, 2001, “Regression models for categorical dependent variables using Stata”, Stata Press.

• Agresti(2002)700pages         Yes
  

       Agresti, A., 2002, “Categorical data analysis”, Wiley-Interscience. (Datasets: http://www.stat.ufl.edu/~aa/intro-cda/appendix.html)

• Train(2003)         Yes
  

       Train, K., 2003, “Discrete choice methods with simulation”, Cambridge University Press, Cambridge.

• Agresti(2007) 300pages        Yes
  

       Agresti, A., 2007, “An introduction to categorical data analysis”, Wiley, 2th Edition.

• Rodríguez(2007) (Chp3 is excellent)         Yes
  

       Rodríguez, G., 2007, “Lecture Notes on Generalized Linear Models”, Available at http://data.princeton.edu/wws509/notes/ (with Stata Datasets and log-files).

• Molenberghs and Verbeke(2005)(Panel and Mixed models)         Yes
  

       Molenberghs, G., G. Verbeke, 2005, “Models for Discrete Longitudinal Data”, Springer Verlag.

• Winkelmann and Boes(2006)(MLE部分介绍的简洁明了)         Yes
  

       Winkelmann, R., S. Boes, 2006, “Analysis of microdata”, Springer.

（2） Count Data Models

• Winkelmann(2008)         Yes
  

       Winkelmann, R., 2008, “Econometric Analysis of Count Data”, Springer Verlag.

• Cameron and Trivedi(1998)

  Cameron, A., P. Trivedi, 1998, “Regression Analysis of Count Data”, Cambridge University Press.

  
  

（3）Stata书单(No 表示目前还没有电子版)

• Baum(2006) (Introduction to Stata and Econometrics)
  

       Baum, C., 2006, “An Introduction to Modern Econometrics using Stata”, Stata Press.

• Adkins and Hill(2008)(Introduction to Econometrics)
  

       Adkins, L., R. Hill, 2008, “Using stata for principles of econometrics”, Wiley.

• Cameron and Trivedi(2009)(Good book, Econometrics)
  

       Cameron, A., P. Trivedi, 2009, “Microeconometrics Using Stata”, Stata Press.

• Kohler and Kreuter(2005) (Data management)
  

       Kohler, U., F. Kreuter, 2005, “Data Analysis Using Stata”, Stata Press.

• Long(2009) (Data management, very detailed)
  

       Long, J., 2009, “The workflow of data analysis using Stata”, Stata Press.

• Mitchell(2010) (Data management) No
  

       Mitchell, M. N., 2010, “Data Management Using Stata: A Practical Handbook”, Stata Press.

• Mitchell(2008)  （Graphing）
  

       Mitchell, M., 2008, “A visual guide to Stata graphics”, Stata Press.

• Rabe-Hesketh and Everitt(2007)  （PCA and Cluster Analysis）
  

       Rabe-Hesketh, S., B. Everitt, 2007, “A handbook of statistical analyses using Stata”, CRC Press.

• Long and Freese(2001, 2006)  (Logit)
  

       Long, J., J. Freese, 2001, “Regression models for categorical dependent variables using Stata”, Stata Press.

• Harrison(2008)  (MLE)
  

       Harrison, G., 2008, “Maximum Likelihood Estimation of Utility Functions Using Stata”, University of Central Florida, Lectures.
http://web.bus.ucf.edu/documents ... papers/2006-12.pdf.

• Rabe-Hesketh and Skrondal(2008)   (Multiple level and panel data)
  

       Rabe-Hesketh, S., A. Skrondal, 2008, “Multilevel and Longitudinal Modelling Using Stata (Second Edition)”, Stata Press.

• Cleves et al.(2008)   (Survival analysis)
  

       Cleves, M., W. Gould, R. Gutierrez, Y. Marchenko, 2008, “An introduction to survival analysis using Stata”, Stata Press.
Web books (with Example and Datasets)

• Chen, X., P. Ender, M. Mitchell, C. Wells, 2005, Stata Web Books: Regression with Stata (http://www.ats.ucla.edu/stat/stata/webbooks/reg/default.htm.)
  

（4）金融计量

• Campbell et al.(1997) （经典之作，有点难，有答案）
  Campbell, J., A. Lo, A. MacKinlay, 1997, “The Econometrics of Financial Markets”, Princeton University Press.
• Zivot(2002)  （很好的入门教材，从Return，Probability的基本概念出发，进而讲解投资组合，Markowitz定理等，深入浅出，附带了大量的算例）
  Zivot, E., 2002, “Introduction to Computational Finance and Financial Econometrics”, Lecture Notes, University of Washington.
• Rachev(2007)   (对基本的统计知识和常用分布进行了非常详细的介绍)
  Rachev, S., 2007, “Financial Econometrics: From Basics to Advanced Modeling Techniques”, Wiley.
• Brooks(2008)  （很好的入门教材，附带有详细的Eviews操作实例）
  Brooks, C., 2008, “Introductory Econometrics for Finance”, Cambridge University Press.
• Gouriéroux and Jasiak(2001)  （高级教程，适合PhD）
  介绍了VaR，固定收益证券等纯金融计量的内容。
  

胡志宁老师的Stata教材的数据谁有啊？

多谢分享，！！

挑几本看就行了吧，那么多看不鸟~~

先收藏，需要时候在看。谢谢楼主

你好

很不错的一本书

多谢，蓝色