Detailed description 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
From the contents Preface
1. 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 * Vectors and Matrices
