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A guide to modern econometrics / Marno Verbeek

By: Verbeek, Marno [autor]Publisher: Chichester : Wiley, ©2012Edition: 4th editionDescription: 497 páginas : ilustraciones, tablas ; 24 cmContent type: Media type: Carrier type: ISBN: 9781119951674Subject(s): Econometria | Líneas de regresión | Variables (estadística)DDC classification: 330.015195
Contents:
Introduction. -- An introduction to linear regression. -- Interpreting and comparing regression models. -- Heteroskedasticity and autocorrelation. -- Endogenous regressors, instrumental variables and GMM. -- Maximum likelihood estimation and specification test. -- Models with limited dependent variables. -- Univariate time series models. -- Multivariate time series models. -- Models base on panel data.
Summary: 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
List(s) this item appears in: Economía
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Item type Current location Collection Call number Vol info Copy number Status Date due Barcode Item holds
Book Book B. Campus los Cerros
Colección general 		Colección general 330.015195 V581 (Browse shelf) 4th ed. 2012 1 Available 0000047754
Book Book B. Campus los Cerros
Colección general 		Colección general 330.015195 V581 (Browse shelf) 4th ed. 2012 2 Available 0000047755
Total holds: 0

Includes bibliography and index

Introduction. -- An introduction to linear regression. -- Interpreting and comparing regression models. -- Heteroskedasticity and autocorrelation. -- Endogenous regressors, instrumental variables and GMM. -- Maximum likelihood estimation and specification test. -- Models with limited dependent variables. -- Univariate time series models. -- Multivariate time series models. -- Models base on panel data.

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

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