A guide to modern econometrics / Marno Verbeek.
Material type: TextPublication details: Chichester : Wiley, 2004.Edition: 2nd edDescription: 448 pISBN:- 9780470857731 (pbk.) :
- 9780470857731
- 330.015195 VER
- HB139
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.