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A Guide to Modern Econometrics, Fifth Edition by Marno Verbeek

A Guide to Modern Econometrics, Fifth Edition

by Marno Verbeek
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Book cover type: Paperback
  • ISBN13: 9781119401155
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Publication Date:
  • Pages: 520
  • Original Price: USD 126.95
  • Language: English
  • Edition: N/A
  • Item Weight: 894 grams
  • BISAC Subject(s): Econometrics and Economics / General

A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.

MARNO VERBEEK is Professor of Finance at Rotterdam School of Management, Erasmus University (RSM). He held previous positions at KU Leuven and Tilburg University, and visiting appointments at Trinity College, Dublin and Université Panthéon-Assas Paris II. He has published in a wide variety of international journals, including Journal of Econometrics, Journal of Applied Econometrics, Management Science, Journal of Business and Economic Statistics, Review of Economics and Statistics, International Economic Review, and the Journal of Financial and Quantitative Analysis.

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