A guide to modern econometrics
By: Marno Verbeek
Edition: 4th ed.
Publisher: Wiley; Brand: Wiley
Published: 2012
Place of publication: Hoboken, NJ
Language: eng
Number of pages: 514
ISBN-13: 9781119951674
Subjects: Regression analysis; Econometrics
Notes: Includes bibliographical references and index.
Table of contents: title: Preface; title: Introduction; title: An introduction to linear regression; title: Interpreting and comparing regression models; title: Heteroskedasticity and autocorrelation; title: Endogenous regressors, instrumental variables and gmm; title: Maximum likelihood estimation and; title: Models with limited dependent variables; title: Univariate time series models; title: Multivariate time series models; title: Models based on panel data; title: Appendix A: vectors and matrices; title: Appendix B: statistical and distribution theory.