A Guide to Modern Econometrics

Marno Verbeek

430 pages, parution le 30/04/2004 (2^eme édition)

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Résumé

The first edition of A Guide to Modern Econometrics has become established as a successful textbook in a crowded and competitive market. It’s focus on exploring alternative techniques, combined with a practical emphasis has been appreciated by many readers. In this new edition, Marno Verbeek has built on the strengths of the first edition and brought the text completely up-to-date. Revisions to this new edition include:

Additional full-length illustrations
New section on count data models
Additional tests including the Chow test for parameter stability
More attention paid to robust inference relevant for count data and GARCH intervals

L'auteur - Marno Verbeek

Marno Verbeek is Professor of Finance at the Rotterdam School of Management and the Econometric Institute of Erasmus University, Rotterdam. He held previous positions at KU Leuven and Tilburg University, and visiting appointments at Trinity College Dublin and Université Panthéon-Assas Paris II. He has published in a wide variety of international journals.

Sommaire

Introduction
An Introduction to Linear Regression
Interpreting and Comparing Regression Models
Heteroskedasticity and Autocorrelation
Endogeneity, Instrumental Variables and GMM
Maximum Likelihood Estimation and Specification Tests
Models with Limited Dependent Variables
Univariate Time Series Models
Multivariate Time Series Models
Models Based on Panel Data
A Vectors and Matrices
B Statistical and Distribution Theory

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Marno Verbeek
Parution	30/04/2004
Édition	2^eme édition
Nb. de pages	430
Format	17 x 24
Couverture	Broché
Poids	760g
Intérieur	Noir et Blanc
EAN13	9780470857731
ISBN13	978-0-470-85773-1