TY  - BOOK
AU  - Verbeek,Marno
TI  - A guide to modern econometrics
SN  - 1119951674
AV  - HB139 .V465 2012
PY  - 2012///
CY  - Hoboken, New Jersey
PB  - Wiley
KW  - Econometrics
KW  - Regression analysis
N1  - 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
ER  -