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9780470517697: A Guide to Modern Econometrics 3e

Synopsis

This highly successful text focuses on exploring alternative techniques, combined with a practical emphasis, A guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical reference, this new edition builds on the strengths of the second edition and brings the text completely up-to-date.

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About the Author

Marno Verbeek is Professor of Finance at the Rotterdam School of Management and the Econometric Institute of Erasmus University, Rotterdam. He held previous positions at KU Leuven and Tilburg University, and visiting appointments at Trinity College Dublin and Université Panthéon-Assas Paris II. He has published in a wide variety of international journals.

From the Back Cover

A Guide to Modern Econometrics has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches.

A guide to Modern Econometrics, third edition features:

  • Up-to-date references in line with current literature on the subjects.
  • New material on panel data and pseudo panels.
  • Improved exposition of tough subjects, like multicollinearity and instrumental variables.
  • Increased focus on robust inference.
  • New empirical illustrations including panel data, discrete choice models and the linear model as a forecasting tool.
  • New supplementary material including PowerPoint slides for lecturers, data sets and solutions to selected exercises in each chapter, can be found at www.wileyeurope.com/college/verbeek

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9780470857731: A Guide to Modern Econometrics

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