A Guide to Modern Econometrics has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches.
The new edition features:
- Increased focus on robust inference and small sample properties.
- Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests.
“This book is applications-oriented. It illustrates all methods with detailed real-world applications. Secondly, this book is organized in a unique way so that students can pick and choose the most appropriate problems, according to their backgrounds and interests. However, it does not attempt to be exhaustive in coverage.” Amazon.co.uk
Via Marno Verbeek