TY  - BOOK
AU  - Verbeek,Marno
TI  - A guide to modern econometrics
SN  - 9781119951674
U1  - 330.015195 
PY  - 2012///
CY  - Chichester
PB  - Wiley, 
KW  - Econometria
KW  - Líneas de regresión
KW  - Variables (estadística)
N1  - 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
N2  - 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
ER  -