A Guide to Modern Econometrics is a new textbook published by John Wiley and Sons. It covers a wide range of topics in applied econometrics in a concise and intuitive way. Some distinctive features: Emphasis on empirical relevance and intuition, paying attention to the links between alternative approaches. Limited use of matrix algebra. Coverage of many modern topics from time-series, cross-section and panel data econometrics. Concisely and carefully written, so that the reader does not get lost in the details. Full length empirical illustrations are provided throughout, typically taken from the modern economics literature and using full-size data sets. Empirical illustrations taken from finance, labour economics, environmental economics, monetary economics, international economics and many more. Exercises added to all chapters, with a focus on intuition and interpretation of results. Several exercises involve the use of actual data. Data sets used for illustrations and exercises are available from the internet.

Additional Metadata
Keywords econometrics, handbooks, regression analysis
Publisher John Wiley & Sons, Chichester
ISBN 978-0-470-85774-8
Persistent URL hdl.handle.net/1765/12611
Series ERIM (Electronic) Books and Chapters
Citation
Verbeek, M.J.C.M. (2004). A Guide to Modern Econometrics. ERIM (Electronic) Books and Chapters. John Wiley & Sons, Chichester. Retrieved from http://hdl.handle.net/1765/12611


Additional Files
Cover.pdf , 146kb
Stat.pdf Final Version , 39kb
Bibliography.pdf Final Version , 29kb
Contents.pdf Final Version , 27kb
Preface.pdf Final Version , 25kb
Introduction.pdf Final Version , 21kb
TitlePage.pdf Final Version , 9kb