A Guide to Modern Econometrics
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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 exploring alternative techniques, combined with a practical emphasis has been appreciated by many readers. In this new edition, Marno Verbeek has built on the strengths of the first edition and brought the text completely up-to-date. Revisions to this new edition include:- Additional full-length illustrations- New section on count data models- Additional tests including the Chow test for parameter stability- More attention paid to robust infer...
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 exploring alternative techniques, combined with a practical emphasis has been appreciated by many readers. In this new edition, Marno Verbeek has built on the strengths of the first edition and brought the text completely up-to-date. Revisions to this new edition include:
- Additional full-length illustrations
- New section on count data models
- Additional tests including the Chow test for parameter stability
- More attention paid to robust inference relevant for count data and GARCH intervals
- Additional full-length illustrations
- New section on count data models
- Additional tests including the Chow test for parameter stability
- More attention paid to robust inference relevant for count data and GARCH intervals