A Guide to Modern Econometrics
Books / Paperback
Books › Business & Economics › Econometrics
ISBN: 0470857730 / Publisher: Wiley, June 2004
Verbeek (finance, Erasmus University) brings an empirical perspective to the discussion of a range of modern econometric topics, including time series analysis, cointegration, limited dependent variables, panel data analysis, and the generalized method of moments. Using examples from labor economics, finance, international economics, environmental economics, and macroeconomics, he explains the rationale behind various techniques and details their practical application. Annotation ©2004 Book News, Inc., Portland, OR (booknews.com)
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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 moment Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomic End-of-chapter exercises review key concepts in light of empirical example A 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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