A guide to modern econometrics / Marno Verbeek.

Author/creator Verbeek, Marno, 1965-
Format Book
Edition4th ed.
Publication InfoHoboken, NJ : Wiley, 2012.
Descriptionxv, 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 noteIncludes bibliographical references (p. [459]-475) and index.
LCCN 2011038159
ISBN9781119951674 (pbk.)
ISBN1119951674 (pbk.)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HB139 .V465 2012 ✔ Available Place Hold