Henkilönnimi
Nimeke- ja vastuullisuusmerkintö A guide to modern econometrics
Julkaistu Wiley, Chichester : 2012.
UDK-luokituskoodi
Painos
Ulkoasutiedot
Asiasana
Asiasana - Kontrolloimaton
ISBN
*00001448nam a22003254a 4500
*0018395
*00520200511215624.0
*008161104s2012\\\\xx\||||||||||\||||||eng|c
*020 $a978-1-119-95167-4
*035 $a11402
*035 $a(conv)0000011402
*0410 $aeng
*080 $aUDK:330.115
*090 $aOMA:IV
*099 $d2$p28$k2016293$oIV$01$f0$71$y20161104$z20161104$b16170
*099 $d2$p28$k2016294$oIV$01$f0$71$y20161104$z20161104$b16171
*1001 $aVerbeek, Marno.
*24512$aA guide to modern econometrics /$cMarno Verbeek.
*250 $a4th ed.
*260 $aChichester :$bWiley,$c2012.
*300 $axv, 497 s.
*300 $c25 cm.
*500 $aLisäpainokset: Repr. 2013; valt.tdk; taloustiede.
*520 $aSisältää bibliografisia viitteitä (s. [459]-475) ja hakemiston
*520 $aAn introduction to linear regression -- Interpreting and comparing regression models -- Heteroskedasticity and autocorrelation -- Endogenous regressors, instrumental variables and gmm -- Maximum likelihood estimation and -- Models with limited dependent variables -- Univariate time series models -- Multivariate time series models -- Models based on panel data -- Appendix A: vectors and matrices -- Appendix B: statistical and distribution theory
*650 7$aekonometria$2ysa
*650 7$aregressioanalyysi$2ysa
*650 7$aaikasarja-analyysi$2ysa
*653 $aregression analysis
*653 $aEconometrics
*852 $lVERBEEK
*979 $a0000011402
*999 $aMikroMarc$b[Book]$x0
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This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: * Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. * Intuitive presentation and discussion, with a focus on implementation and practical relevance. * A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. * Increased focus on robust inference and small sample properties. * End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. * Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. * Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at www.wileyeurope.com/college/verbeek