A guide to modern econometrics / | Marno Verbeek.
Verbeek, Marno.
A guide to modern econometrics / Marno Verbeek. - 4th ed. - Hoboken, New Jersey : Wiley, 2012. - xv, 497 p. : ill. ; 25 cm.
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.
1119951674 9781119951674
2011038159
Econometrics.
Regression analysis.
HB139 / .V465 2012
A guide to modern econometrics / Marno Verbeek. - 4th ed. - Hoboken, New Jersey : Wiley, 2012. - xv, 497 p. : ill. ; 25 cm.
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.
1119951674 9781119951674
2011038159
Econometrics.
Regression analysis.
HB139 / .V465 2012