000 02160cam 22004574a 45’0
001 ocm42889797
003 DLC
005 20000707170529.0
008 991122s2000 enka 001 0 eng H
010 $a99059518
020 $a0471899828 (alk. paper)
040 $aDLC$cDLC$dDLC$dOrLoB-B
042 $apcc
050 00 $aHB139$b.V465 2000
092 $a330.015195$bV477 g
100 1 $aVerbeek, Marno.
245 12 $aA guide to modern econometrics /$cMarno Verbeek.
260 $aChichester :$bJohn Wiley & Sons,$cc2000.
300 $axii, 386 p. :$bill. ;$c25 cm.
504 $aIncludes bibliographical references (p.
[369]-377) and index.
520 1 $a"A Guide to Modern Econometrics explores a wide
range of topics in modern econometrics focusing on what is
important for doing and understanding empirical work. It
serves as a guide to alternative techniques with the
emphasis on practical questions such as when to use a
particular approach, what can be gained by its use and what
are the drawbacks. It does not concentrate on the formulae
behind each technique nor on formal proofs, but on the
intuition behind the approaches and their practical
relevance."--BOOK JACKET.
650 0 $aEconometrics.
650 0 $aRegression analysis.
970 01 $tPreface
970 11 $l1$tIntroduction$p1
970 11 $l2$tAn Introduction to Linear Regression$p7
970 11 $l3$tInterpreting and Comparing Regression
Models$p47
970 11 $l4$tHeteroskedasticity and Autocorrelation$p73
970 11 $l5$tEndogeneity, Instrumental Variables and
GMM$p115
970 11 $l6$tMaximum Likelihood Estimation and
Specification Tests$p151
970 11 $l7$tModels with Limited Dependent Variables$p177
970 11 $l8$tUnivariate Time Series Models$p225
970 11 $l9$tMultivariate Time Series Models$p277
970 11 $l10$tModels Based on Panel Data$p309
970 11 $lA$tVectors and Matrices$p351
970 11 $lB$tStatistical and Distribution Theory$p359
970 01 $tBibliography$p369
970 01 $tIndex$p379
980 $aMarno Verbeek is Professor of Econometrics at the
Center for Economic Studies, KU Leuven.
997 $boclc
997 $bacas
