A guide to modern econometrics / Marno Verbeek.
| Author/creator | Verbeek, Marno, 1965- |
| Format | Book |
| Edition | 4th ed. |
| Publication Info | Hoboken, NJ : Wiley, 2012. |
| Description | xv, 497 pages : illustrations ; 25 cm |
| Subjects |
| 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. |
| Bibliography note | Includes bibliographical references (p. [459]-475) and index. |
| LCCN | 2011038159 |
| ISBN | 9781119951674 (pbk.) |
| ISBN | 1119951674 (pbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HB139 .V465 2012 | ✔ Available | Place Hold |