A Guide to Modern Econometrics - download pdf or read online

By Marno Verbeek

ISBN-10: 1119951674

ISBN-13: 9781119951674

This hugely winning textual content serves as a advisor to replacement thoughts in econometrics with an emphasis at the functional program of those approaches.

The 4th variation features:

  • Coverage of quite a lot of themes, together with time sequence research, cointegration, restricted based variables, panel facts research and the generalized approach to moments.
  • Intuitive presentation and dialogue, with a spotlight on implementation and functional relevance.
  • A huge variety of empirical illustrations taken from a large choice of fields, together with overseas economics, finance, labour economics and macroeconomics.
  • Increased concentrate on strong inference and small pattern properties.
  • End-of-chapter routines, either theoretical and empirical, reviewing key concepts.
  • Updated and increased insurance, on a variety of subject matters resembling lacking facts, outliers, forecast review, the estimation of remedy results and panel unit root tests.
  • Supplementary fabric, together with PowerPoint slides for academics, information units of the empirical illustrations and workouts, and suggestions to chose workouts in each one bankruptcy, to be had at

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A Guide to Modern Econometrics by Marno Verbeek

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