A Guide to Modern Econometrics

Abstract

A Guide to Modern Econometrics is a new textbook published by John Wiley and Sons. It covers a wide range of topics in applied econometrics in a concise and intuitive way. Some distinctive features:\n\nEmphasis on empirical relevance and intuition, paying attention to the links between alternative approaches. \nLimited use of matrix algebra. \nCoverage of many modern topics from time-series, cross-section and panel data econometrics. \nConcisely and carefully written, so that the reader does not get lost in the details. \nFull length empirical illustrations are provided throughout, typically taken from the modern economics literature and using full-size data sets. \nEmpirical illustrations taken from finance, labour economics, environmental economics, monetary economics, international economics and many more. \nExercises added to all chapters, with a focus on intuition and interpretation of results. Several exercises involve the use of actual data. \nData sets used for illustrations and exercises are available from the internet.

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