Textbook A Guide to Modern Econometrics, 5th Edition

  • ID: 4368460
  • Book
  • 520 pages
  • John Wiley and Sons Ltd
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A Guide to Modern Econometrics, Fifth 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 casual 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.

New to This Edition

  • Clear and intuitive exposition, with a focus on implementation and practical relevance
  • Concise and attractive presentation, providing a useful guide to more specialized literature
  • More than 25 detailed empirical illustrations, each covering 2 to 9 pages, taken from a wide variety of fields
  • Coverage of a wide range of topics, including time series analysis, limited dependent variable models, panel data analysis and casual inference
  • Supplementary material, including PowerPoint slides for lectures, data sets of the empirical illustrations and exercises, and solutions to selected exercise, available through the book's website
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1. Introduction
2. An Introduction to Linear Regression
3. Interpreting and Comparing Regresion Models
4. Heteroskedasticity and Autocorrelation
5. Endogeneity, Instrumental Variables and GMM
6. Maximum Likelihood Estimation and Specification Tests
7. Models with Limited Dependent Variables
8. Univariate Time Series Models
9. Multivariable Time Series Models
10. Models Based on Panel Data

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