Description

This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. <p><b>The 4th Edition features:</b></p> <ul> <li>Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments.</li> <li>Intuitive presentation and discussion, with a focus on implementation and practical relevance.</li> <li>A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics.</li> <li>Increased focus on robust inference and small sample properties.</li> <li>End-of-chapter exercises, both theoretical and empirical, reviewing key concepts.</li> <li>Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests.</li> <li>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<br /> <a href=”http://www.wileyeurope.com/college/verbeek”>www.wileyeurope.com/college/verbeek</a></li> </ul>