A Guide to Modern Econometrics, 4th edition

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Abstract

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 www.wileyeurope.com/college/verbeek
Original languageEnglish
Place of PublicationChichester
PublisherJohn Wiley & Sons Inc.
Number of pages514
ISBN (Print)9781119951674
Publication statusPublished - 2012

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