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A Guide to Modern Econometrics | 1st edition

by Marno Verbeek

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Publisher John Wiley And Sons Ltd
Language English
Book type Paperback
Utgiven 2012-02-29
Edition 1
More editions 2008/3, 2017/1
Pages 512
ISBN 9781119951674
Kategori(er) Business, Economics & Management
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Description

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 (Bookdata)

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