A Guide to Modern Econometrics

出版者:John Wiley & Sons

作者:Marno Verbeek

页数:514

出版时间:2012-2-10

价格:GBP 49.99

装帧:Paperback

isbn号码:9781119951674

图书标签:econometrics计量经济学经济学实用读本VorlesungTextbookMetricsEnglish

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This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at

www.wileyeurope.com/college/verbeek

用户评价

这学期计量课本, 数学推导和严密度差了些，但intuition讲的很透。

矩阵符号看得不太习惯..

学而时习之。下次作业再见( ﹁ ﹁ ) ~→ 【第四版和第三版区别不大，好像penal多了点东西，这次没用到也没太注意……

easy reading, mediate theoretical but very comprehensive in useful topics. By the way, my chair professor Songnian's handouts are majorly based on this book. I've heard him saying in class that he has collect info from tens of books to his handouts. However, the high regression between this book and his handout suggests that this book is very good.

七年前听了一学期Marno Verbeek的课， 用的就是这一本（第二版）。 第四版也挺好的，简单易懂，算是graduate level applied econometrics比较通俗的书了。