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
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尽管我不怎么喜欢计量吧,但这本也太差了啊,上不上下不下,解释不解释又要说那么一两句真是够了……
评分七年前听了一学期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。
评分读完的第二本英文书竟然是计量?!
评分什么垃圾书啊 数学推导都无
评分七年前听了一学期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。
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