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A guide to modern econometrics

Author: Marno Verbeek
Publisher: Chichester : Wiley, 2012.
Edition/Format:   Print book : English : 4th edView all editions and formats
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Genre/Form: Leermiddelen (vorm)
Document Type: Book
All Authors / Contributors: Marno Verbeek
OCLC Number: 779860838
Notes: Previous edition: 2008.
Description: xv, 497 pages : illustrations ; 25 cm
Contents: Preface --
Introduction --
An introduction to linear regression --
Interpreting and comparing regression models --
Heteroskedasticity and autocorrelation --
Endogenous regressors, instrumental variables and gmm --
Maximum likelihood estimation and --
Models with limited dependent variables --
Univariate time series models --
Multivariate time series models --
Models based on panel data --
Appendix A: vectors and matrices --
Appendix B: statistical and distribution theory.
Responsibility: Marno Verbeek.

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