Marno Verbeek – A Guide to Modern Econometrics
Salepage : Marno Verbeek – A Guide to Modern Econometrics
Archive : Marno Verbeek – A Guide to Modern Econometrics Digital Download
Delivery : Digital Download Immediately
Revisions to this new edition include:
- Additional and updated full-length illustrations
- New sections on count data models, duration models and the estimation of treatment effects.
- Additional material on nonstationary panels, Monte Carlo studies, and tests for parameter stability and instrument validity.
- More attention paid to robust inference and small sample properties.
From the Back Cover
A Guide to Modern Econometrics explores a wide range of topics in modern econometrics focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on practical questions such as when to use a particular approach, what can be gained by its use and what are the drawbacks. It does not concentrate on the formulae behind the approaches and their practical relevance.
* A wide range of topics are covered, such as: time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments
* Empirical examples are drawn from a wide variety of fields including labour economics, environmental economics, international economics, finance and macroeconomics
* End-of-chapter exercises review key concepts in the light of empirical examples
* Data sets for illustrations and exercises available on-line from a web site
About the Author
Marno Verbeek is Professor of Econometrics at the Center for Economic Studies, KU Leuven. He also holds a part-time position at CentER, Tilburg University.
Financial Development Course
Financial development means some improvements in producing information about possible investments and allocating capital, monitoring firms and exerting corporate governance, trading, diversification, and management of risk, mobilization and pooling of savings, easing the exchange of goods and services.
More from Categories : Financial Development Course