A Guide to Modern Econometrics
3rd Edition
Published on 20. March 2008
Book
Paperback/Softback
488 pages
978-0-470-51769-7 (ISBN)
Description
A Guide to Modern Econometrics has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches.
A guide to Modern Econometrics, third edition features:
* Up-to-date references in line with current literature on the subjects.
* New material on panel data and pseudo panels.
* Improved exposition of tough subjects, like multicollinearity and instrumental variables.
* Increased focus on robust inference.
* New empirical illustrations including panel data, discrete choice models and the linear model as a forecasting tool.
* New supplementary material including PowerPoint slides for lecturers, data sets and solutions to selected exercises in each chapter, can be found at www.wileyeurope.com/college/verbeek
A guide to Modern Econometrics, third edition features:
* Up-to-date references in line with current literature on the subjects.
* New material on panel data and pseudo panels.
* Improved exposition of tough subjects, like multicollinearity and instrumental variables.
* Increased focus on robust inference.
* New empirical illustrations including panel data, discrete choice models and the linear model as a forecasting tool.
* New supplementary material including PowerPoint slides for lecturers, data sets and solutions to selected exercises in each chapter, can be found at www.wileyeurope.com/college/verbeek
More details
Edition
3., Auflage
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Edition type
Revised edition
Illustrations
Illustrations
Dimensions
Height: 24.4 cm
Width: 16.8 cm
Thickness: 27 mm
Weight
834 gr
ISBN-13
978-0-470-51769-7 (9780470517697)
Schweitzer Classification
Other editions
New editions
Marno Verbeek
A Guide to Modern Econometrics
Book
02/2012
4th Edition
Wiley
€65.90
Article exhausted; check for reprint
Previous edition
Marno Verbeek
A Guide to Modern Econometrics
Book
04/2004
2nd Edition
Wiley
€49.90
Article exhausted; check for reprint
Person
Marno Verbeek is Professor of Finance at the Rotterdam School of Management and the Econometric Institute of Erasmus University, Rotterdam. He held previous positions at KU Leuven and Tilburg University, and visiting appointments at Trinity College Dublin and Université Panthéon-Assas Paris II. He has published in a wide variety of international journals.
Content
Preface
1. Introduction
2. An Introduction to Linear Regression
3. Interpreting and Comparing Regression Models
4. Heteroskedasticity and Autocorrelation
5. Endogeneity, Instrumental Variables and GMM
6. Maximum Likelihood Estimation and Specification Tests
7. Models with Limited Dependent Variables
8. Univariate Time Series Models
9. Multivariate Time Series Models
10. Models based on Panel Data
* Vectors and Matrices
Statistical and Distribution Theory
1. Introduction
2. An Introduction to Linear Regression
3. Interpreting and Comparing Regression Models
4. Heteroskedasticity and Autocorrelation
5. Endogeneity, Instrumental Variables and GMM
6. Maximum Likelihood Estimation and Specification Tests
7. Models with Limited Dependent Variables
8. Univariate Time Series Models
9. Multivariate Time Series Models
10. Models based on Panel Data
* Vectors and Matrices
Statistical and Distribution Theory