A Guide to Modern Econometrics
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More About This Title A Guide to Modern Econometrics
English
Marno Verbeek is Professor of Econometrics at the Center for Economic Studies, KU Leuven. He also holds a part-time position at CentER, Tilburg University.
English
An Introduction to Linear Regression.
Interpreting and Comparing Regression Models.
Heteroskedasticity and Autocorrelation.
Endogeneity, Instrumental Variables and GMM.
Maximum Likelihood Estimation and Specification Tests.
Models with Limited Dependent Variables.
Univariate Time Series Models.
Multivariate Time Series Models.
Models Based on Panel Data.
Vectors and Matrices.
Statistical and Distribution Theory.
Bibliography.
Index.
Interpreting and Comparing Regression Models.
Heteroskedasticity and Autocorrelation.
Endogeneity, Instrumental Variables and GMM.
Maximum Likelihood Estimation and Specification Tests.
Models with Limited Dependent Variables.
Univariate Time Series Models.
Multivariate Time Series Models.
Models Based on Panel Data.
Vectors and Matrices.
Statistical and Distribution Theory.
Bibliography.
Index.
