By Marno Verbeek
The 4th version features:
- Coverage of quite a lot of themes, together with time sequence research, cointegration, restricted established variables, panel facts research and the generalized approach to moments.
- Intuitive presentation and dialogue, with a spotlight on implementation and useful relevance.
- A huge variety of empirical illustrations taken from a large choice of fields, together with overseas economics, finance, labour economics and macroeconomics.
- Increased concentrate on powerful inference and small pattern properties.
- End-of-chapter workouts, either theoretical and empirical, reviewing key concepts.
- Updated and extended insurance, on a variety of themes reminiscent of lacking info, outliers, forecast review, the estimation of remedy results and panel unit root tests.
- Supplementary fabric, together with PowerPoint slides for teachers, facts units of the empirical illustrations and routines, and ideas to chose workouts in every one bankruptcy, on hand at
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Extra resources for A Guide to Modern Econometrics