A Guide to Modern Econometrics
This highly successful text focuses on exploring alternative techniques, combined with a practical emphasis, A guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical reference, this new edition builds on the strengths of the second edition and brings the text completely up-to-date.
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Textbook in Cass business school
Review: A Guide to Modern EconometricsUser Review - Goodreads
Econometrics final project complete! On to multivariate statistics for next quarter!
An Introduction to Linear Regression
Interpreting and Comparing Regression Models
Heteroskedasticity and Autocorrelation
Standard Errors for OLS
Endogeneity Instrumental Variables and GMM
Maximum Likelihood Estimation and Speciﬁcation Tests
Models with Limited Dependent Variables
Univariate Time Series Models