Auteur: Verbeek, Marno
Editeur: John Wiley & Sons
Publication: 2012
Edition n°:
ISBN: 978-1-11995167-4
e-ISBN:
 
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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
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