A guide to modern econometrics / Marno Verbeek.
Material type: TextPublisher: Hoboken, NJ : Wiley, 2012Edition: 4th edDescription: xv, 497 p. : ill. ; 25 cmISBN:- 9781119951674 (cloth)
- 1119951674 (cloth)
- 330.01/5195 23
- HB139 .V465 2012
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.
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 330.015195 VER (Browse shelf(Opens below)) | 1 | Available | A498879B | ||
Book | City Campus City Campus Main Collection | 330.015195 VER (Browse shelf(Opens below)) | 1 | Available | A498866B |
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330.015195 STU Using econometrics : a practical guide / | 330.015195 STU Using econometrics : a practical guide / | 330.015195 VER A guide to modern econometrics / | 330.015195 VER A guide to modern econometrics / | 330.015195 VOG Econometrics : theory and applications with EViews / | 330.015195 WOO Econometric analysis of cross section and panel data / | 330.015195 WOO Econometric analysis of cross section and panel data / |
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.
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