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Marno Verbeek “A Guide to Modern Econometrics"

This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance.

New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects.

Features of this book include:

Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments

Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics

End-of-chapter exercises review key concepts in light of empirical examples

A supplementary website, featuring additional materials including data sets for illustrations and exercises, can be found at www.wileyeurope.com/go/verbeek2ed

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