A Guide to Modern Econometrics

Marno Verbeek

ISBN 10: 1119951674 / ISBN 13: 9781119951674

Verlag: John Wiley & Sons, 2012

Ancien livre de bibliothèque avec équipements. Edition 2012. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 2012. Ammareal gives back up to 15% of this item's net price to charity organizations. Bestandsnummer des Verkäufers X-381-303

Inhaltsangabe:

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

Über die Autorin bzw. den Autor: 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.

Bibliografische Details

Titel: A Guide to Modern Econometrics
Verlag: John Wiley & Sons
Erscheinungsdatum: 2012
Einband: Softcover
Zustand: Bon
Auflage: 4. Auflage