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A Guide to Modern Econometrics, Fifth Edition - 5th Edition by Marno Verbeek (Paperback)
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Highlights
- A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook.
- About the Author: MARNO VERBEEK is Professor of Finance at Rotterdam School of Management, Erasmus University (RSM).
- 520 Pages
- Business + Money Management, Econometrics
Description
Book Synopsis
A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.From the Back Cover
A GUIDE TO MODERN ECONOMETRICS
A Guide to Modern Econometrics has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches.
This fifth edition features:
- Clear and intuitive exposition, with a focus on implementation and practical relevance.
- Concise and attractive presentation, providing a useful guide to more specialized literature.
- More than 25 detailed empirical illustrations, each covering 2 to 9 pages, taken from a wide variety of fields.
- Coverage of a wide range of topics, including time series analysis, limited dependent variable models, panel data analysis and causal inference.
- Supplementary material, including Powerpoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises, available through the book's website.
Purchase the Wiley eText from www.WileyStudentChoice.com
About the Author
MARNO VERBEEK is Professor of Finance at Rotterdam School of Management, Erasmus University (RSM). He held previous positions at KU Leuven and Tilburg University, and visiting appointments at Trinity College, Dublin and Université Panthéon-Assas Paris II. He has published in a wide variety of international journals, including Journal of Econometrics, Journal of Applied Econometrics, Management Science, Journal of Business and Economic Statistics, Review of Economics and Statistics, International Economic Review, and the Journal of Financial and Quantitative Analysis.