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Marno Verbeeks intermediate level textbook explores a wide range of topics in modern econometrics and focuses on what is important for doing and understanding empirical work. A wide range of new topics are covered including time series analysis, limited dependent variables, cointegration and panel data analysis.FEATURESConcentrates on the intuition behind various techniques and their practical relevance rather than the formulaeEnd of chapter exercises review key concepts in light of empircal examples discussed in the chapterExamples are drawn from a wide variety of fields including labour economics, environmental economics, finance, international economics and macroeconomicsCONTENTS: Introduction; An Introduction to Linear Regression; Interpreting and Comparing Regression Models; Heteroskedasticity and Autocorrelation; Stochastic Regressors; Maximum Likelihood Estimation; Models with Limited Dependent Variables; Univariate Time Series Modelling; Multivariate Time Series Analysis; Models Based on Panel Data.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
I appreciate the depth of the material, but some sections are pretty challenging to get through. It’s well-written for those familiar with the subject, but I struggled a bit. Still, it's useful!
L
Liam O'Connor
Great for academic reference
I bought this book for my econometrics class, and it's been invaluable. The explanations are clear, and the layout is user-friendly. Definitely a must-have for anyone studying modern econometrics!
A
Anika Patel
Not what I expected at all
Honestly, I was disappointed with this book. The content felt outdated, and I found it hard to apply the theories to real-world problems. I expected more modern examples for my studies.
S
Sofia Zhang
A solid introduction to econometrics
This book does a great job breaking down complex concepts for beginners. The examples are relevant and help to better understand the material. Perfect for my graduate course in economics!
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