A GUIDE TO MODERN ECONOMETRICS 5.ed.
Marno Verbeek
Examples
Replications by Solomon Negash
Chapter 2. An Introduction to Linear Regression [R]
Chapter 3. Interpreting and Comparing Regression Models [R]
Chapter 4. Heteroskedasticity and Autocorrelation [R]
Chapter 5. Endogenous Regressors, Instrumental Variables and GMM [R]
Chapter 6. Maximum Likelihood Estimation and Specification Tests
Chapter 7. Models with Limited Dependent Variables [R]
Chapter 8. Univariate Time Series Models [R]
Chapter 9. Multivariate Time Series Models [R]
Chapter 10. Models Based on Panel Data [R]