A guide to modern econometrics

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Title:

Author:

Verbeek, Marno.

ISBN:

9780471899822

Personal Author:

Verbeek, Marno.

Publication Information:

Chichester ; New York : Wiley, c2000.

Physical Description:

xii, 386 p. : ill. ; 25 cm.

Abstract:

"A Guide to Modern Econometrics explores a wide range of topics in modern econometrics focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on practical questions such as when to use a particular approach, what can be gained by its use and what are the drawbacks. It does not concentrate on the formulae behind each technique nor on formal proofs, but on the intuition behind the approaches and their practical relevance."--BOOK JACKET.

Subject Term:

Econometrics.

Regression analysis.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168015682897	330.015195 V477G 2000	1	Searching... Unknown

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Summary

Marno Verbeek's intermediate level textbook explores a wide range of topics in modern econometrics and focuses on what is important for doing and understanding empirical work. A wide range of new topics are covered including time series analysis, limited dependent variables, cointegration and panel data analysis.

FEATURES

Concentrates on the intuition behind various techniques and their practical relevance rather than the formulae

End of chapter exercises review key concepts in light of empircal examples discussed in the chapter

Examples are drawn from a wide variety of fields including labour economics, environmental economics, finance, international economics and macroeconomics

CONTENTS: Introduction; An Introduction to Linear Regression; Interpreting and Comparing Regression Models; Heteroskedasticity and Autocorrelation; Stochastic Regressors; Maximum Likelihood Estimation; Models with Limited Dependent Variables; Univariate Time Series Modelling; Multivariate Time Series Analysis; Models Based on Panel Data.