A guide to modern econometrics /
Verbeek, Marno.
A guide to modern econometrics / Marno Verbeek. - 4th ed. - xv, 497 p. : ill. ; 25 cm.
Includes bibliographical references and index.
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.
9781119951674 (cloth) 1119951674 (cloth)
2011038159
Econometrics.
Regression analysis.
HB139 / .V465 2012
330.01/5195
A guide to modern econometrics / Marno Verbeek. - 4th ed. - xv, 497 p. : ill. ; 25 cm.
Includes bibliographical references and index.
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.
9781119951674 (cloth) 1119951674 (cloth)
2011038159
Econometrics.
Regression analysis.
HB139 / .V465 2012
330.01/5195