A Guide to Modern Econometrics
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.
|Keywords||econometrics, handbooks, regression analysis|
|Publisher||John Wiley & Sons, Chichester|
|Series||ERIM (Electronic) Books and Chapters|
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