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A guide to modern econometrics / Marno Verbeek.

By: Material type: TextTextPublication details: Chichester : Wiley, 2004.Edition: 2nd edDescription: 448 pISBN:
  • 9780470857731 (pbk.) :
  • 9780470857731
Subject(s): DDC classification:
  • 330.015195 VER
LOC classification:
  • HB139
Contents:
1.Introduction -- 2.An introduciton to linear regression -- 3.Interpreting and comparing regression models -- 4.Heteroskedasticity and autocorrelation -- 5.Endogeneity, instrumental variables and GMM -- 6.Maximum likelihood estimation and specification tests -- 7.Models with limited dependent variables -- 8.Univariate time series models -- 9.Multivariate time series models -- 10.Models based on panel data.
Summary: Marno Verbeek's book combines the exploration of alternative techniques with a practical emphasis. Now updated, this edition builds on the strengths of the original work.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 330.015195 VER (Browse shelf(Opens below)) 1 Available 00212351

Previous ed.: 2000.

Includes bibliographical references (p. [409]-420) and index.

1.Introduction -- 2.An introduciton to linear regression -- 3.Interpreting and comparing regression models -- 4.Heteroskedasticity and autocorrelation -- 5.Endogeneity, instrumental variables and GMM -- 6.Maximum likelihood estimation and specification tests -- 7.Models with limited dependent variables -- 8.Univariate time series models -- 9.Multivariate time series models -- 10.Models based on panel data.

Marno Verbeek's book combines the exploration of alternative techniques with a practical emphasis. Now updated, this edition builds on the strengths of the original work.

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