A Guide to Modern Econometrics

A Guide to Modern Econometrics

ISBN: 9780471899822
Publisher: Wiley
Edition: 1
Publication Date: 2000-06-23
Number of pages: 400
  • $21.49

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DESCRIPTION

Marno Verbeek's intermediate level textbook explores a wide range of topics in modern econometrics and focuses on what is important for doing and understanding empirical work. A wide range of new topics are covered including time series analysis, limited dependent variables, cointegration and panel data analysis.

FEATURES

Concentrates on the intuition behind various techniques and their practical relevance rather than the formulae

End of chapter exercises review key concepts in light of empircal examples discussed in the chapter

Examples are drawn from a wide variety of fields including labour economics, environmental economics, finance, international economics and macroeconomics

CONTENTS: Introduction; An Introduction to Linear Regression; Interpreting and Comparing Regression Models; Heteroskedasticity and Autocorrelation; Stochastic Regressors; Maximum Likelihood Estimation; Models with Limited Dependent Variables; Univariate Time Series Modelling; Multivariate Time Series Analysis; Models Based on Panel Data.

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