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A Guide to Modern Econometrics, by Marno Verbeek
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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
- Sales Rank: #102130 in Books
- Brand: Brand: Wiley
- Published on: 2012-03-26
- Original language: English
- Number of items: 1
- Dimensions: 9.50" h x 1.10" w x 6.30" l, 1.95 pounds
- Binding: Paperback
- 514 pages
- Used Book in Good Condition
About the Author
Marno Verbeek is Professor of Finance at the Rotterdam School of Management and the Econometric Institute of Erasmus University, Rotterdam. 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.
Most helpful customer reviews
1 of 1 people found the following review helpful.
... to much focus on formulas and often does a poor job at providing intuition behind results
By Björn Backgård
This book puts to much focus on formulas and often does a poor job at providing intuition behind results. Whether the heavy focus on formulas is a good approach or not would be a matter of taste if the book consistently provided mathematical proofs behind formuals. But as it often doesen't, a lot of them are just a waste of space and an excuse not to explain things in words. Some chapters are better than others. The chapter on univariate time series is not my favorite. What's good about the book is that it covers relevant topics.
3 of 4 people found the following review helpful.
Practical and intuitive overview of econometrics
By D. Squires
This text is just what its product description says it is, practical and intuitive and very clearly written. I turn to this book first before reading something denser such as Woolridge, but the text would make a fine first text. A very good applied companion piece would be Cameron and Trivedi Microeconometrics: Methods and Applications. For the practitioner, start with Guide to refresh yourself and then turn to Microeconometrics to dig deeper and be on the frontier.
0 of 0 people found the following review helpful.
The matrix notation which the author emphasizes is important is the worst part since it is not standard notation
By RK
I just got this book and it is a confusing mess. Most proofs are not explained or clarified, so it just becomes a set of statements with no logical deduction as to why they hold or under what conditions they are correct. The matrix notation which the author emphasizes is important is the worst part since it is not standard notation ...
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