A Guide to Modern Econometrics 3e - Couverture souple

Verbeek, Marno

Couverture souple

ISBN 10 : 0470517697 ISBN 13 : 9780470517697

Editeur : John Wiley & Sons Ltd, 2008

Synopsis

This highly successful text focuses on exploring alternative techniques, combined with a practical emphasis, A guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical reference, this new edition builds on the strengths of the second edition and brings the text completely up-to-date.

A propos du livre

Présentation de l'éditeur :

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 moments
• Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics
• End–of–chapter exercises review key concepts in light of empirical examples
• A supplementary website, featuring additional materials including data sets for illustrations and exercises, can be found at www.wileyeurope.com/go/verbeek2ed

Présentation de l'éditeur :

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.

À propos de cette édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 2008
• ISBN 10: 0470517697
• ISBN 13: 9780470517697
• Reliure: Broché
• Numéro d'édition: 3
• Nombre de pages: 488