A guide to modern econometrics.

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Title:

Author:

Verbeek, Marno.

ISBN:

9781119951674

Edition:

4. ed.

Publication Information:

Hoboken, NJ : Wiley, 2012.

Physical Description:

497 p.

General Note:

Includes bibliographical references and index.

Contents:

Preface -- Introduction -- An introduction to linear regression -- Interpreting and comparing regression models -- Heteroskedasticity and autocorrelation -- Endogenous regressors, instrumental variables and gmm -- Maximum likelihood estimation and -- Models with limited dependent variables -- Univariate time series models -- Multivariate time series models -- Models based on panel data -- Appendix A: vectors and matrices -- Appendix B: statistical and distribution theory.

Subject Term:

Econometrics.

Regression analysis.

Added Author:

Verbeek, Marno.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168025551777	330.015195 V477G 2012	1	Searching... Unknown

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Summary

This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches.

The 4th Edition features:

Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at
www.wileyeurope.com/college/verbeek