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This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance.New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects.Features of this book include:Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of momentsEmpirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomicsEnd-of-chapter exercises review key concepts in light of empirical examplesA supplementary website, featuring additional materials including data sets for illustrations and exercises, can be found at www.wileyeurope.com/go/verbeek2ed
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Previews available in: English
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Business, Econometrics, Nonfiction, Regression analysisShowing 3 featured editions. View all 16 editions?
Edition | Availability |
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1
A guide to modern econometrics
2008, John Wiley & Sons
in English
- 3rd ed.
0470517697 9780470517697
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2
A Guide to Modern Econometrics
2005, John Wiley & Sons, Ltd.
Electronic resource
in English
0470857749 9780470857748
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3 |
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"In the previous chapter attention was paid to the estimation of linear regression models."
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- Created April 29, 2008
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