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A guide to modern econometrics / Marno Verbeek.

By: Material type: TextPublication details: Hoboken, New Jersey : Wiley, 2012.Edition: 4th edDescription: xv, 497 p. : ill. ; 25 cmISBN:
  • 1119951674
  • 9781119951674
Subject(s): LOC classification:
  • 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.
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Textbooks Library Neapolis University Pafos NUP Main Collection: Textbooks HB139.V465 2012 (Browse shelf(Opens below)) 1 Not For Loan 3005224
Textbooks Library Neapolis University Pafos NUP Main Collection: Textbooks HB139.V465 2012 (Browse shelf(Opens below)) 2 Available 3005222
Textbooks Library Neapolis University Pafos NUP Main Collection: Textbooks HB139.V465 2012 (Browse shelf(Opens below)) 3 Available 3005223
Total holds: 0

Includes bibliographical references (p. [459]-475) 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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