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020 _a9783110660135
_qprint
020 _a9783110660814
_qEPUB
020 _a9783110660739
_qPDF
024 7 _a10.1515/9783110660739
_2doi
035 _a(DE-B1597)9783110660739
035 _a(DE-B1597)531852
035 _a(OCoLC)1280943002
040 _aDE-B1597
_beng
_cDE-B1597
_erda
072 7 _aBUS021000
_2bisacsh
084 _aonline - DeGruyter
100 1 _aVerbeek, Marno
_eautore
245 1 0 _aPanel Methods for Finance :
_bA Guide to Panel Data Econometrics for Financial Applications /
_cMarno Verbeek.
264 1 _aBerlin ;
_aBoston :
_bDe Gruyter,
_c[2021]
264 4 _c©2021
300 _a1 online resource (XVI, 280 p.)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 0 _aDe Gruyter Studies in the Practice of Econometrics ,
_x2570-0928 ;
_v1
505 0 0 _tFrontmatter --
_tPreface --
_tAcknowledgments --
_tContents --
_tAcronyms --
_t1 Introduction --
_t2 Linear static models --
_t3 Dealing with heterogeneity and endogeneity: fixed effects, IV and GMM --
_t4 Outliers, missing values and other data issues --
_t5 Linear dynamic models --
_t6 Models with limited dependent variables --
_t7 Estimating average treatment effects --
_tBibliography --
_tIndex
506 0 _arestricted access
_uhttp://purl.org/coar/access_right/c_16ec
_fonline access with authorization
_2star
520 _aFinancial 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 _aIssued also in print.
538 _aMode of access: Internet via World Wide Web.
546 _aIn English.
588 0 _aDescription based on online resource; title from PDF title page (publisher's Web site, viewed 02. Mai 2023)
650 7 _aBUSINESS & ECONOMICS / Econometrics.
_2bisacsh
653 _aApplied Econometrics.
653 _aEmpirical Finance.
653 _aPanel Data.
653 _aResearch Methods.
850 _aIT-RoAPU
856 4 0 _uhttps://doi.org/10.1515/9783110660739
856 4 0 _uhttps://www.degruyter.com/isbn/9783110660739
856 4 2 _3Cover
_uhttps://www.degruyter.com/document/cover/isbn/9783110660739/original
942 _cEB
999 _c241633
_d241633