A Guide to Modern Econometrics

Amazon.com Price: $40.19 (as of 11/10/2019 09:01 PST- Details)

Categories: Books, Business and Finance, Business and Money, Econometrics, Economics, New, Used and Rental Textbooks, Specialty Boutique, Subjects

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Description

This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis at the practical application of these approaches.

The 4th Edition features:

Coverage of a variety 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 focal point on implementation and practical relevance.
A large selection of empirical illustrations taken from all kinds of fields, including international economics, finance, labour economics and macroeconomics.
Increased center of attention on robust inference and small sample properties.
End-of-chapter exercises, both theoretical and empirical, reviewing key concepts.
Updated and expanded coverage, on more than a few topics such as missing data, outliers, forecast evaluation, the estimation of remedy 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 every chapter, to be had at
www.wileyeurope.com/college/verbeek

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A Guide to Modern Econometrics

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