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22 янв 2015 2nd edition. John Wiley Sons Ltd, 2004. 447 p. The field of econometrics has developed rapidly in the last two decades, while the use of up-to-date econometric techniques has become more and more standard practice in empirical work in many fields of economics. Typical topics include unit root tests,
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19 Apr 2012 By Marno Verbeek. 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.
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20 Dec 2017 Models of Autoregressive Conditional Heteroscedasticity (ARCH) and their generalizations are widely used in applied econometric research, especially for analysis of financial markets. We bring to our reader's attention a consul-tation on this topic prepared from the book of Marno Verbeek “A Guide to
Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may not be available in electronic books. Library of Congress Cataloging-in-Publication Data. Verbeek, Marno. A guide to modern econometrics / Marno Verbeek. – 2nd ed. p. cm. Includes bibliographical references and index.
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