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

About Course

Description

Revisions to this new edition include:

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

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. Also

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. Also

* A wide range of topics are covered, such as: time series analysis, cointegration, limited dependent variables, panel data analysis, the generalized method of moments Also
* Empirical examples are drawn from a wide variety of fields including labour economics, environmental economics, international economics, finance and macroeconomics Also
End-of-chapter exercises review key concepts in the light of empirical examples Also
* Data sets for illustrations, exercises available on-line from a web site Also

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. Also