A Guide to Modern Econometrics, 3rd Edition

This highly successful text focuses on exploring alternative techniques, combined with a practical emphasis, A guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical reference, this new edition builds on the strengths of the second edition and brings the text completely up-to-date.

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.

Preface
Introduction
An Introduction to Linear Regression
Interpreting and Comparing Regression Models
Heteroskedasticity and Autocorrelation
Endogeneity, Instrumental Variables and GMM
Maximum Likelihood Estimation and Specification Tests
Models with Limited Dependent Variables
Univariate Time Series Models
Multivariate Time Series Models
Models Based on Panel Data
Vectors and Matrices
Statistical and Distribution Theory
Bibliography
Index
Table of Contents provided by Publisher. All Rights Reserved.

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A Guide to Modern Econometrics, 3rd Edition

Summary

Author Biography

Table of Contents

Supplemental Materials