A Guide to Panel Data Econometrics for Financial Applications
De Gruyter Studies in the Practice of Econometrics is a new series of books aimed at researchers showing how different econometric techniques can be used in their field focusing on practical relevance. Critical reviews of existing approaches are combined with expert advice.
A Guide to Modern Econometrics, Fifth Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on casual inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.