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Cover: 9783110660135 | Panel Methods for Finance | Marno Verbeek | Taschenbuch | XVI | 2021
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Panel Methods for Finance
A Guide to Panel Data Econometrics for Financial Applications
Taschenbuch von Marno Verbeek
Sprache: Englisch

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Beschreibung
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
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
Details
Erscheinungsjahr: 2021
Fachbereich: Volkswirtschaft
Genre: Recht, Sozialwissenschaften, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: XVI
280 S.
6 s/w Illustr.
3 s/w Tab.
6 b/w ill.
3 b/w tbl.
ISBN-13: 9783110660135
ISBN-10: 311066013X
Sprache: Englisch
Ausstattung / Beilage: Großformatiges Paperback. Klappenbroschur
Autor: Verbeek, Marno
Hersteller: De Gruyter
Abbildungen: 6 b/w ill., 3 b/w tbl.
Maße: 17 x 171 x 238 mm
Von/Mit: Marno Verbeek
Erscheinungsdatum: 08.11.2021
Gewicht: 0,498 kg
Artikel-ID: 116956944
Details
Erscheinungsjahr: 2021
Fachbereich: Volkswirtschaft
Genre: Recht, Sozialwissenschaften, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: XVI
280 S.
6 s/w Illustr.
3 s/w Tab.
6 b/w ill.
3 b/w tbl.
ISBN-13: 9783110660135
ISBN-10: 311066013X
Sprache: Englisch
Ausstattung / Beilage: Großformatiges Paperback. Klappenbroschur
Autor: Verbeek, Marno
Hersteller: De Gruyter
Abbildungen: 6 b/w ill., 3 b/w tbl.
Maße: 17 x 171 x 238 mm
Von/Mit: Marno Verbeek
Erscheinungsdatum: 08.11.2021
Gewicht: 0,498 kg
Artikel-ID: 116956944
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