A Guide to Modern Econometrics

04From the contents:An Introduction to Linear Regression.Interpreting and Comparing Regression Models.Heteroskedasticity and Autocorrelation.Endogeneity, Instrumental Variables and GMM.Maximum Likelihood Estimation and Specification Tests.Models with Limited Dependent Variables.Univariate Time Series Models.Multivariate Time Series Models.Models Based on Panel Data.Appendices.Bibliography.Index.

15Das erfolgreiche Lehrbuch stellt auch in der Neuauflage wieder etablierte Methoden der Ökonometrie auf den Prüfstand aktueller empirischer Daten und diskutiert alternative Konzepte. Mit seinem neuartigen Ansatz hat es sich auf einem umkämpften Markt als Standardwerk etabliert.16A Guide to Modern Econometrics has become established as a successful textbook in a crowded and competitive market. With its focus on exploring alternative techniques, combined with a practical emphasis, many readers have appreciated it. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. In this new edition, Marno Verbeek builds on the strengths of the second edition and brings the text completely up-to-date.04Preface1. Introduction2. An Introduction to Linear Regression3. Interpreting and Comparing Regression Models4. Heteroskedasticity and Autocorrelation5. Endogeneity, Instrumental Variables and GMM6. Maximum Likelihood Estimation and Specification Tests7. Models with Limited Dependent Variables8. Univariate Time Series Models9. Multivariate Time Series Models10.Models based on Panel Data Vectors and MatricesStatistical and Distribution Theory