Verbeek, Guide to Modern Econometrics, 3e
Posted: Tue Jun 26, 2012 5:43 pmThe attached zip has the examples and data files from Verbeek, A Guide to Modern Econometrics, 3rd edition, Wiley, 2008.
verbeek3ed.zip- Zip file with examples, data files
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| Example | Description | RATS Level |
| verp020.rpf | Linear regression | Basic |
| verp040.rpf | Linear regression: CAPM | Intermediate |
| verp067.rpf | Linear regression: hedonic price function | Intermediate |
| verp075.rpf | Linear regression: linear vs log-linear | Intermediate |
| verp084.rpf | Data setup for exercise | Basic |
| verp100.rpf | Heteroscedasticity: testing and estimation | Intermediate |
| verp111.rpf | Serial correlation: testing and estimation | Basic |
| verp120.rpf | Serial correlation: overlapping samples | Intermediate |
| verp146.rpf | Instrumental variables | Basic |
| verp164.rpf | GMM | Advanced |
| verp207.rpf | LPM, logit, probit | Intermediate |
| verp215.rpf | Ordered logit | Basic |
| verp217.rpf | Estimation with interval data | Intermediate |
| verp228.rpf | Count data models | Intermediate |
| verp235.rpf | Tobit models | Intermediate |
| verp288.rpf | Unit root testing | Intermediate |
| verp290.rpf | Unit root testing | Advanced |
| verp300.rpf | ARIMA models | Basic |
| verp307.rpf | ARIMA models for the term structure | Intermediate |
| verp317.rpf | ARCH/GARCH models | Basic |
| verp333.rpf | Cointegration | Intermediate |
| verp345.rpf | Cointegration | Basic |
| verp347.rpf | Cointegration | Intermediate |
| verp375.rpf | Panel data estimation; fixed and random effects | Advanced |