Marno Verbeek – A Guide to Modern Econometrics (2nd Ed.)

Marno Verbeek – A Guide to Modern Econometrics (2nd Ed.)

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Description

Revisions to this new edition include:

• Additional and updated full-length illustrations
• New sections on count data models, duration models and the estimation of treatment effects.
• Additional material on nonstationary panels, Monte Carlo studies, and tests for parameter stability and instrument validity.
• More attention paid to robust inference and small sample properties.

From the Back Cover

A Guide to Modern Econometrics explores a wide range of topics in modern econometrics focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on practical questions such as when to use a particular approach, what can be gained by its use and what are the drawbacks. It does not concentrate on the formulae behind the approaches and their practical relevance.
* A wide range of topics are covered, such as: time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments
* Empirical examples are drawn from a wide variety of fields including labour economics, environmental economics, international economics, finance and macroeconomics
* End-of-chapter exercises review key concepts in the light of empirical examples
* Data sets for illustrations and exercises available on-line from a web site

About the Author

Marno Verbeek is Professor of Econometrics at the Center for Economic Studies, KU Leuven. He also holds a part-time position at CentER, Tilburg University.

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