A Guide to Modern Econometrics, 4 edition
A Guide to Modern Econometrics, 4 edition by Marno Verbeek
English | 2012 | ISBN: 1119951674 | ISBN-13: 9781119951674 | 514 pages | EPUB | 12,6 MB
English | 2012 | ISBN: 1119951674 | ISBN-13: 9781119951674 | 514 pages | EPUB | 12,6 MB
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
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