Panel methods for finance : a guide to panel data econometrics for financial applications

Marno Verbeek

Frontmatter -- Preface -- Acknowledgments -- Contents -- Acronyms -- 1 Introduction -- 2 Linear static models -- 3 Dealing with heterogeneity and endogeneity: fixed effects, IV and GMM -- 4 Outliers, missing values and other data issues -- 5 Linear dynamic models -- 6 Models with limited dependent variables -- 7 Estimating average treatment effects -- Bibliography -- Index

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Year of publication:	[2021]
Authors:	Verbeek, Marno
Publisher:	Berlin : De Gruyter
Subject:	Finanzmarktökonometrie \| Financial econometrics \| Panel \| Panel study \| Theorie \| Theory \| Finanzmathematik \| Ökonometrie \| Panelanalyse
Description of contents:	Description [degruyter.com]

Extent:	1 Online-Ressource (XVI, 280 Seiten)
Series:	De Gruyter Studies in the Practice of Econometrics ; 1
Type of publication:	Book / Working Paper
Language:	English
Notes:	Literaturverzeichnis: Seite 255-273. - Index Mode of access: Internet via World Wide Web In English
ISBN:	978-3-11-066073-9 ; 978-3-11-066081-4 ; 978-3-11-066013-5
Other identifiers:	10.1515/9783110660739 [DOI] 10.1515/9783110660739?locatt=mode:legacy [DOI]
Classification:	Betriebswirtschaft: Allgemeines
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014550581