- 520 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
A Guide to Modern Econometrics
About this book
This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches.
The 4th Edition features:
- Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments.
- 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 and macroeconomics.
- Increased focus on robust inference and small sample properties.
- End-of-chapter exercises, both theoretical and empirical, reviewing key concepts.
- Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests.
- Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at
www.wileyeurope.com/college/verbeek
Frequently asked questions
Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
Perlego offers two plans: Essential and Complete
- Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
- Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access A Guide to Modern Econometrics by Marno Verbeek in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- A Guide to Modern Econometrics
- Contents
- Preface
- 1 Introduction
- 2 An Introduction to Linear Regression
- 3 Interpreting and Comparing Regression Models
- 4 Heteroskedasticity and Autocorrelation
- 5 Endogenous Regressors, 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
- A Vectors and Matrices
- B Statistical and Distribution Theory
- Bibliography
- Index