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.