A Guide to Modern Econometrics - Softcover

Verbeek, Marno

Softcover

ISBN 10: 0470857730 ISBN 13: 9780470857731

Publisher: John Wiley & Sons, 2004

Synopsis

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

About this title

About the Author

Marno Verbeek is Professor of Finance at the Rotterdam School of Management and the Econometric Institute of Erasmus University, Rotterdam. He held previous positions at KU Leuven and Tilburg University, and visiting appointments at Trinity College Dublin and Université Panthéon–Assas Paris II. He has published in a wide variety of international journals.

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

Edition details

• Publisher: John Wiley & Sons
• Publication date: 2004
• Language: English
• ISBN 10: 0470857730
• ISBN 13: 9780470857731
• Binding: Paperback
• Edition number: 2
• Number of pages: 446