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A Guide to Modern Econometrics download epub

by Marno Verbeek


Epub Book: 1157 kb. | Fb2 Book: 1501 kb.

A guide to modern econometrics, Marno Verbeek. The goal of this book is to familiarize the reader with a wide range of topics in modern econometrics, focusing on what is important for doing and understanding empirical work.

A guide to modern econometrics, Marno Verbeek. 2nd ed. p. cm. Includes bibliographical references and index. This means that the text is a guide to (rather than an overview of) alternative techniques. Consequently, it does not concentrate on the formulae behind each technique (although the necessary ones are given) nor on formal proofs, but on the intuition behind the approaches and their practical relevance.

A guide to modern econometrics/Marno Verbeek. 4th ed. This book attempts to guide the reader through this forest of estimation and testing procedures, not by describing the beauty of all possible trees, but by walking through this forest in a structured way, skipping unnecessary side-paths, stressing the similarity of the different species that are encountered and pointing out dangerous pitfalls.

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A Guide to Modern Econometrics book.

It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. MARNO VERBEEK is Professor of Finance at Rotterdam School of Management, Erasmus University (RSM). About Econometrics 1. The Structure of This Book 3. Illustrations and Exercises 4. 2 An Introduction to Linear Regression 6.

About This of Book A Guide to Modern Econometrics 4t. .

Home Browse Books Book details, A Guide to Modern Econometrics. A Guide to Modern Econometrics. Subjects: Econometrics.

economists and practitioners who want to update their insufcient or outdated knowledge

Rotterdam School of Management, Erasmus University, Rotterdam. tex V1 - 06/01/2017 1:12 . economists and practitioners who want to update their insufcient or outdated knowledge. Throughout, the use of matrix algebra is limited. I am very much indebted to Arie Kapteyn, Bertrand Melenberg, Theo Nijman and. Arthur van Soest, who all have contributed to my understanding of econometrics and. have shaped my way of thinking about many issues.

This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. 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.

Marno Verbeek's intermediate level textbook explores a wide range of topics in modern econometrics and focuses on what is important for doing and understanding empirical work. A wide range of new topics are covered including time series analysis, limited dependent variables, cointegration and panel data analysis. FEATURES Concentrates on the intuition behind various techniques and their practical relevance rather than the formulae End of chapter exercises review key concepts in light of empircal examples discussed in the chapter Examples are drawn from a wide variety of fields including labour economics, environmental economics, finance, international economics and macroeconomics CONTENTS: Introduction; An Introduction to Linear Regression; Interpreting and Comparing Regression Models; Heteroskedasticity and Autocorrelation; Stochastic Regressors; Maximum Likelihood Estimation; Models with Limited Dependent Variables; Univariate Time Series Modelling; Multivariate Time Series Analysis; Models Based on Panel Data.
A Guide to Modern Econometrics download epub
Economics
Author: Marno Verbeek
ISBN: 0471899828
Category: Business & Money
Subcategory: Economics
Language: English
Publisher: Wiley; 1 edition (June 23, 2000)
Pages: 400 pages