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" A guide to modern econometrics / "
Marno Verbeek.
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BL
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| Record Number
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989057
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| Doc. No
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b743427
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| Main Entry
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Verbeek, Marno.
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| Title & Author
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A guide to modern econometrics /\ Marno Verbeek.
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| Edition Statement
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2nd ed.
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| Publication Statement
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Southern Gate, Chichester, West Sussex, England ;Hoboken, NJ :: John Wiley & Sons,, ©2004.
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| Page. NO
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xv, 429 pages :: illustrations ;; 25 cm
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| ISBN
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0470857730
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: 9780470857731
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| Bibliographies/Indexes
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Includes bibliographical references (pages 409-420) and index.
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| Contents
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An introduction to linear regression -- Interpreting and comparing regression models -- Heteroskedasticity and autocorrelation -- Endogeneity, instrumental variables and GMM -- Maximum likelihood estimation and specification tests -- Models with limited dependent variables -- Univariate time series models -- Multivariate time series models -- Models based on panel data.
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| Abstract
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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."--Jacket.
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| Subject
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Econometrics.
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Regression analysis.
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Analyse de régression.
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Économétrie.
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BUSINESS ECONOMICS-- Econometrics.
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BUSINESS ECONOMICS-- Statistics.
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Econometria.
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Econometrics.
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Regression analysis.
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Econometrie.
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Regressieanalyse.
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| Dewey Classification
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330/.01/5195
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| LC Classification
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HB139.V465 2004
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| NLM classification
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83.03bcl
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