A Guide to Modern Econometrics

A Guide to Modern Econometrics
Authors
Verbeek, Marno
Publisher
Wiley
Tags
business & economics , econometrics , economics , general
ISBN
9781119951674
Date
2000-06-23T05:00:00+00:00
Size
12.58 MB
Lang
en
Downloaded: 81 times

Beschreibung Redaktion: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, limiteddependent 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, includinginternational 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, forecastevaluation, the estimation of treatment effects and panel unit root tests.* Supplementary material, including PowerPoint slides for lecturers, data sets of the empiricalillustrations and exercises, and solutions to selected exercises in each chapter, available atwww.wileyeurope.com/college/verbeek

(source: Bol.de)