By Marno Verbeek. A Guide to Modern Econometrics has become established as a The 4th Edition features: Thursday, 19 April A Guide to Modern Econometrics, 5th Edition has become established as a highly MARNO VERBEEK is Professor of Finance at Rotterdam School of. The first edition of ‘A Guide to Modern Econometrics’ has become established as a successful textbook in a crowded and competitive market. It’s focus on.

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Niclas rated it liked it Oct 29, Questo libro in lingua inglese copre ampiamente le tematiche trattate in un corso di econometria applicata di livello Master. In this new edition, Marno Verbeek has built on the strengths of the first edition and brought the text completely up-to-date.

To ask other readers questions about A Guide to Modern Econometricsplease sign up. The Capital Asset Pricing Model 39 2.

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Return to Book Page. Duncan Brown rated it really liked it Sep 07, Individual Wages Continued 25 2.

Bogdan rated it it was ok Nov 26, Amalie rated it it was amazing May 26, Robert Mealey rated it really liked it Jun 12, Consequently, it does not concentrate on the formulae behind each technique although the necessary ones are given nor on formal proofs, but on the intuition behind the approaches and their practical relevance. Christoph rated it really liked it Jan 29, Request an Evaluation Copy for this title. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.


The Demand for Ice Cream 4. Univariate Time Series Models. Stephanie rated it it was amazing Apr 07, Clear and intuitive exposition, with a focus on implementation and practical relevance Concise and attractive presentation, providing a useful guide to more specialized literature More than 25 detailed empirical illustrations, each covering 2 to 9 pages, taken from a wide variety of fields Coverage of a wide range of topics, including time series analysis, limited dependent variable models, panel data analysis and causal inference Supplementary material, including PowerPoint slides for lectures, data sets of the empirical illustrations and exercises, and solutions to selected exercise, available through the book’s website.

A Guide to Modern Econometrics by Marno Verbeek

This book covers a wide range of topics that is usually not found in textbooks at this level. On to multivariate statistics for next modegn Thanks for telling us about the problem. Katya Kovalchuk rated it liked it Apr 08, Long-run Purchasing Power Parity Part 1 8.

Willingness to Pay for Natural Areas 7. As a result, the book discusses developments in time series analysis, cross-sectional methods as well as panel data modelling. Predicting Stock Index Returns 79 3. Dewa rated it liked it Jun 26, Volatility in Daily Exchange Rates 8.


Verbeek | Guide to Modern Econometrics | RATS

Goodreads helps you keep track of books you want to read. Trivia About A Guide to Modern For difficult subjects like multicollinearity and instrumental variables, the exposition is further improved, and much new fouurth is added, for example on panel data, pseudo panels and instrumental fourht.

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Multivariate Time Series Econometric. Jacob K rated it liked it Feb 21, This book is not yet featured on Listopia. Antti Aalto rated it really liked it Sep 07, Interpreting and Comparing Regression Models. Long-run Purchasing Power Parity Part 3 9.

Aaron Cheung rated it it was amazing Oct 30, Lists with This Book.

Refresh and try again. Cointegration in a Bivariate VAR 9. Explaining Labour Demand 4. Patty rated it liked it Jan 25, Individual Wages Continued 47 2. Expenditures on Alcohol and Tobacco Part 1 7.

The Expectations Theory of the Term Structure 8.