000 01821pam 2200289 a 4500
005 20040916144556.0
008 040223s2004 enka b 001 0 eng d
010 $a2004004222
019 1 $a25342114
020 $a0470857730 (pbk. : alk. paper)
035 $a.b19394482
039 $aDA
040 $aDLC$beng$cDLC$dDLC$dOrLoB-B$dVIT$dWU
041 0 $aeng
042 $apcc
082 00 $a330/.01/5195$222
092 $a330.015195$k2004 GUI
100 1 $aVerbeek, Marno.
245 12 $aA guide to modern econometrics /$cMarno Verbeek.
250 $a2nd ed.
260 $aChichester, England ;$aHoboken, NJ :$bJ.
Wiley,$cc2004.
300 $axv, 429 p. :$bill. ;$c25 cm.
504 $aIncludes bibliographical references and index.
520 1 $a"This revised and updated edition of A Guide to
Modern Econometrics continues to explore a wide range of
topics in modern econometrics by focusing on what is
important for doing and understanding empirical work. It
serves as a guide to alternative techniques with the
emphasis on the intuition behind the approaches and their
practical relevance." "New material includes Monte Carlo
studies, weak instruments, nonstationary panels, count data,
duration models and the estimation of treatment
effects."--BOOK JACKET.
505 0 $a1. Introduction -- 2. An introduction to linear
regression -- 3. Interpreting and comparing regression
models -- 4. Heteroskedasticity and autocorrelation -- 5.
Endogeneity, instrumental variables and GMM -- 6. Maximum
likelihood estimation and specification tests -- 7. Models
with limited dependent variables -- 8. Univariate time
series models -- 9. Multivariate time series models -- 10.
Models based on panel data -- A. Vectors and matrices -- B.
Statistical and distribution theory.
650 0 $aEconometrics.
650 0 $aRegression analysis.
