By Marno Verbeek. A Guide to Modern Econometrics has become established as a The 4th Edition features: Thursday, 19 April A Guide to Modern Econometrics, 5th Edition has become established as a highly MARNO VERBEEK is Professor of Finance at Rotterdam School of. The first edition of ‘A Guide to Modern Econometrics’ has become established as a successful textbook in a crowded and competitive market. It’s focus on.

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View Instructor Companion Site. Contact your Rep for all inquiries. A Guide to Modern Econometrics, 5th Edition. Added to Your Shopping Cart. It serves as a guide to alternative guidw in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors.


A Guide to Modern Econometrics

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.

Individual Wages 11 2. Individual Wages Continued 20 2.

Individual Wages Continued 25 2. Individual Wages Continued 28 2. The Capital Asset Pricing Model 39 2.

A Guide to Modern Econometrics by Marno Verbeek

Individual Wages Continued 47 2. Explaining House Prices 76 3. Predicting Stock Index Returns 79 3. Explaining Individual Wages 85 3. Explaining Labour Demand 4. The Demand for Ice Cream 4. Risk Premia in Foreign Exchange Markets 4. Estimating the Returns to Schooling 5.

A Guide to Modern Econometrics, 5th Edition

The Impact of Unemployment Benefits on Recipiency 7. Willingness to Pay for Natural Areas 7. Expenditures on Alcohol and Tobacco Part 1 7. Expenditures on Alcohol w Tobacco Part 2 7. Stock Prices and Earnings 8. Long-run Purchasing Power Parity Part 1 8. The Persistence of Inflation 8. The Expectations Theory of the Term Structure 8.


Volatility in Daily Exchange Rates 8. Long-run Purchasing Power Parity Part 2 9.

Cointegration in a Bivariate VAR 9. Long-run Purchasing Power Parity Part 3 9.

Explaining Individual Wages Explaining Capital Structure 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 causal 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.