A Guide to Modern Econometrics by Marno Verbeek

A Guide to Modern Econometrics by Marno Verbeek

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

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.

SKU	Unavailable
ISBN 13	9781119951674
ISBN 10	1119951674
Title	A Guide to Modern Econometrics
Author	Marno Verbeek
Condition	Unavailable
Binding Type	Paperback
Publisher	John Wiley & Sons Inc
Year published	2012-03-26
Number of pages	514
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable