Panel Methods for Finance : : A Guide to Panel Data Econometrics for Financial Applications / / Marno Verbeek.
Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate attention to these two – or occasionally more than two – dimensions of the data. Panel data techniques are developed to do exactly this. This...
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| Superior document: | Title is part of eBook package: De Gruyter DG Ebook Package English 2021 |
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| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2021] ©2021 |
| Year of Publication: | 2021 |
| Language: | English |
| Series: | De Gruyter Studies in the Practice of Econometrics ,
1 |
| Online Access: | |
| Physical Description: | 1 online resource (XVI, 280 p.) |
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| 100 | 1 | |a Verbeek, Marno, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Panel Methods for Finance : |b A Guide to Panel Data Econometrics for Financial Applications / |c Marno Verbeek. |
| 264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2021] | |
| 264 | 4 | |c ©2021 | |
| 300 | |a 1 online resource (XVI, 280 p.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 0 | |a De Gruyter Studies in the Practice of Econometrics , |x 2570-0928 ; |v 1 | |
| 505 | 0 | 0 | |t Frontmatter -- |t Preface -- |t Acknowledgments -- |t Contents -- |t Acronyms -- |t 1 Introduction -- |t 2 Linear static models -- |t 3 Dealing with heterogeneity and endogeneity: fixed effects, IV and GMM -- |t 4 Outliers, missing values and other data issues -- |t 5 Linear dynamic models -- |t 6 Models with limited dependent variables -- |t 7 Estimating average treatment effects -- |t Bibliography -- |t Index |
| 506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
| 520 | |a Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate attention to these two – or occasionally more than two – dimensions of the data. Panel data techniques are developed to do exactly this. This book provides an overview of commonly applied panel methods for financial applications, including popular techniques such as Fama-MacBeth estimation, one-way, two-way and interactive fixed effects, clustered standard errors, instrumental variables, and difference-in-differences. Panel Methods for Finance: A Guide to Panel Data Econometrics for Financial Applications by Marno Verbeek offers the reader: Focus on panel methods where the time dimension is relatively small A clear and intuitive exposition, with a focus on implementation and practical relevance Concise presentation, with many references to financial applications and other sources Focus on techniques that are relevant for and popular in empirical work in finance and accounting Critical discussion of key assumptions, robustness, and other issues related to practical implementation | ||
| 530 | |a Issued also in print. | ||
| 538 | |a Mode of access: Internet via World Wide Web. | ||
| 546 | |a In English. | ||
| 588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 02. Mai 2023) | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Econometrics. |2 bisacsh | |
| 653 | |a Applied Econometrics. | ||
| 653 | |a Empirical Finance. | ||
| 653 | |a Panel Data. | ||
| 653 | |a Research Methods. | ||
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DG Ebook Package English 2021 |z 9783110750720 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DG Plus DeG Package 2021 Part 1 |z 9783110750706 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Business and Economics 2021 English |z 9783110754049 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE COMPLETE 2021 English |z 9783110754001 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE COMPLETE 2021 |z 9783110753776 |o ZDB-23-DGG |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Economics 2021 |z 9783110753820 |o ZDB-23-DBV |
| 776 | 0 | |c EPUB |z 9783110660814 | |
| 776 | 0 | |c print |z 9783110660135 | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/9783110660739 |
| 856 | 4 | 0 | |u https://www.degruyter.com/isbn/9783110660739 |
| 856 | 4 | 2 | |3 Cover |u https://www.degruyter.com/document/cover/isbn/9783110660739/original |
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