Panel methods for finance: a guide to panel data econometrics for financial applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
De Gruyter
[2022]
|
| Schriftenreihe: | De Gruyter Studies in the Practice of Econometrics
1 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVI, 280 Seiten 10 Illustrationen |
| ISBN: | 9783110660135 311066013X |
Internformat
MARC
| LEADER | 00000nam a22000008cb4500 | ||
|---|---|---|---|
| 001 | BV046904905 | ||
| 003 | DE-604 | ||
| 005 | 20230413 | ||
| 007 | t | ||
| 008 | 200918s2022 gw a||| |||| 00||| eng d | ||
| 016 | 7 | |a 1190910926 |2 DE-101 | |
| 020 | |a 9783110660135 |c pbk : EUR 39.95 (DE) (freier Preis), EUR 39.95 (AT) (freier Preis) |9 978-3-11-066013-5 | ||
| 020 | |a 311066013X |9 3-11-066013-X | ||
| 035 | |a (OCoLC)1301274762 | ||
| 035 | |a (DE-599)DNB1190910926 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-M382 |a DE-1049 |a DE-N2 |a DE-634 |a DE-945 | ||
| 084 | |a QH 330 |0 (DE-625)141569: |2 rvk | ||
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 100 | 1 | |a Verbeek, Marno |d 1965- |e Verfasser |0 (DE-588)170802655 |4 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 |b De Gruyter |c [2022] | |
| 300 | |a XVI, 280 Seiten |b 10 Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a De Gruyter Studies in the Practice of Econometrics |v 1 | |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Panelanalyse |0 (DE-588)4173172-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | 1 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 0 | 2 | |a Panelanalyse |0 (DE-588)4173172-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, EPUB |z 978-3-11-066081-4 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, PDF |z 978-3-11-066073-9 |
| 830 | 0 | |a De Gruyter Studies in the Practice of Econometrics |v 1 |w (DE-604)BV047840739 |9 1 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032314486&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032314486 | ||
Datensatz im Suchindex
| _version_ | 1804181780265172992 |
|---|---|
| adam_text | CONTENTS
PREFACE
-
VII
ACKNOWLEDGMENTS
-
IX
ACRONYMS
----
XV
1
1.1
1.1.1
1.1.2
1.1.3
1.1.4
1.1.5
1.1.6
1.2
INTRODUCTION
-
1
SOME
ILLUSTRATIVE
EXAMPLES
-
1
PREDICTING
THE
CROSS-SECTION
OF
STOCK
RETURNS
-
1
EXPLAINING
FLOWS
TO
MUTUAL
FUNDS
-
2
THE
IMPACT
OF
CEO
COMPENSATION
OR
BOARD
STRUCTURE
ON
FIRM
VALUE
-
3
EXPLAINING
CAPITAL
STRUCTURE
CHOICE
-
4
GOVERNANCE
AND
FIRM
VALUE
----
5
DIVIDEND
POLICY
----
6
THE
STRUCTURE
OF
THIS
TEXT
----
7
2
2.1
2.1.1
2.1.2
2.1.3
2.2
2.3
2.3.1
2.3.2
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.11
2.12
2.12.1
2.12.2
2.12.3
2.12.4
2.13
LINEAR
STATIC
MODELS
-
9
THE
LINEAR
REGRESSION
MODEL
WITH
CROSS-SECTIONAL
DATA
-
9
THE
LINEAR
MODEL
AND
ORDINARY
LEAST
SQUARES
-
9
HETEROSKEDASTICITY
-
15
HYPOTHESIS
TESTING
----
17
THE
LINEAR
REGRESSION
MODEL
WITH
TIME-SERIES
DATA
-
19
INTRODUCING
PANEL
DATA
-
22
PARAMETER
HETEROGENEITY
-
23
ILLUSTRATION:
TESTING
AN
ASSET
PRICING
MODEL
----
24
THE
LINEAR
REGRESSION
MODEL
WITH
PANEL
DATA
-
26
CLUSTERED
STANDARD
ERRORS
----
29
RANDOM
EFFECTS
ESTIMATORS
-
38
FIXED
EFFECTS
ESTIMATORS
-
42
CLUSTERED
STANDARD
ERRORS
WITH
FIXED
EFFECTS
----
50
FIRST-DIFFERENCE
ESTIMATORS
----
52
TESTING
FOR
HETEROSKEDASTICITY
AND
AUTOCORRELATION
-
55
MODELS
WITH
FIXED
TIME
EFFECTS
----
57
THE
FAMA-MACBETH
APPROACH
----
58
CROSS-SECTIONAL
REGRESSIONS
-
58
SERIAL
CORRELATION
AND
FIRM
EFFECTS
-----60
POOLED
OLS
VERSUS
FAMA-MACBETH
----
62
THE
ERRORS-IN-VARIABLES
PROBLEM
----
64
GOODNESS-OF-FIT
----
65
XII
-
CONTENTS
3
DEALING
WITH
HETEROGENEITY
AND
ENDOGENEITY:
FIXED
EFFECTS,
IV
AND
GMM
----
68
3.1
3.2
3.3
3.4
3.4.1
3.4.2
3.4.3
3.4.4
3.5
3.5.1
3.5.2
3.5.3
3.5.4
3.6
FIXED
EFFECTS
AND
INSTRUMENTAL
VARIABLES
-
68
TWO-WAY
AND
INTERACTIVE
FIXED
EFFECTS
-
71
HOW
NOT
TO
CONTROL
FOR
UNOBSERVED
HETEROGENEITY
-
78
MORE
ON
INSTRUMENTAL
VARIABLES
-
82
TWO-STAGE
LEAST
SQUARES
----
82
WEAK
INSTRUMENTS
----
89
STANDARD
ERRORS
----
91
IV
ESTIMATORS
WITH
PANEL
DATA
-
92
INSTRUMENTAL
VARIABLES
AND
GMM
----
94
MOMENT
CONDITIONS
----
94
THE
OPTIMAL
WEIGHTING
MATRIX
----
96
TESTS
FOR
OVERIDENTIFYING
RESTRICTIONS
----
99
PANEL
ESTIMATORS
-
100
STRICT
EXOGENEITY
-
102
4
4.1
4.1.1
4.1.2
4.2
4.3
4.3.1
4.3.2
4.4
OUTLIERS,
MISSING
VALUES
AND
OTHER
DATA
ISSUES
-
107
OUTLIERS
AND
INFLUENTIAL
OBSERVATIONS
-
107
IDENTIFYING
AND
ELIMINATING
OUTLIERS
----
108
ROBUST
ESTIMATION
METHODS
----
111
MISSING
VALUES
-
112
INCOMPLETE
PANELS
----
115
ESTIMATION
WITH
RANDOMLY
MISSING
DATA
-
116
SELECTION
BIAS
AND
SOME
SIMPLE
TESTS
-
118
MEASUREMENT
ERRORS
----
120
5
5.1
5.2
5.3
5.4
5.4.1
5.4.2
5.4.3
5.4.4
5.4.5
5.4.6
5.5
LINEAR
DYNAMIC
MODELS
-
126
THE
PROBLEM
OF
UNOBSERVED
HETEROGENEITY
-
126
THE
PROBLEM
WITH
THE
FIXED
EFFECTS
ESTIMATOR
-
129
INSTRUMENTAL
VARIABLES
-
130
THE
ARELLANO-BOND
ESTIMATOR
----
132
MOMENT
CONDITIONS
----
132
MODELS
WITH
EXOGENOUS
VARIABLES
-
135
SYSTEM
GMM
----
136
SPECIFICATION
TESTS
----
137
WHEN
Y
IS
CLOSE
TO
ONE
----
137
TOO
MANY
INSTRUMENTS
----
138
APPLICATIONS
----
140
6
6.1
MODELS
WITH
LIMITED
DEPENDENT
VARIABLES
-
145
BINARY
CHOICE
MODELS
----
146
CONTENTS
-
-
XIII
6.1.1
6.1.2
6.1.3
6.1.4
6.1.5
6.1.6
6.1.7
6.1.8
6.1.9
6.2
6.2.1
6.2.2
6.3
6.3.1
6.3.2
6.3.3
6.3.4
6.4
6.4.1
6.4.2
6.5
6.6
6.6.1
6.6.2
SPECIFICATION
AND
INTERPRETATION
----
147
ESTIMATION:
MAXIMUM
LIKELIHOOD
---
154
POOLED
ESTIMATION
APPROACHES
----
159
CLUSTERED
STANDARD
ERRORS
----
161
FAMA-MACBETH
ESTIMATION
----
163
BINARY
CHOICE
MODELS
WITH
RANDOM
EFFECTS
----
164
BINARY
CHOICE
MODELS
WITH
FIXED
EFFECTS
----
168
GOODNESS-OF-FIT
----
172
BINARY
CHOICE
MODELS
AND
INSTRUMENTAL
VARIABLES
----
173
MULTIPLE
OUTCOMES
----
175
ORDERED
PROBIT
AND
ORDERED
LOGIT
----
176
MULTINOMIAL
MODELS
----
179
TOBIT
MODELS
----
181
INTRODUCTION
TO
CENSORING
-
181
POOLED
ESTIMATION
----
185
A
TOBIT
MODEL
WITH
RANDOM
EFFECTS
-
187
EXTENSIONS
----
189
DYNAMIC
MODELS
-
196
STATE
DEPENDENCE
VERSUS
UNOBSERVED
HETEROGENEITY
-
196
A
DYNAMIC
PROBIT
MODEL
WITH
UNOBSERVED
HETEROGENEITY
----
197
COUNT
DATA
-
199
DURATION
MODELS
----
201
HAZARD
RATES
AND
SURVIVAL
FUNCTIONS
-
202
ESTIMATION
----
204
7
7.1
7.1.1
7.1.2
7.1.3
7.2
7.2.1
7.2.2
7.2.3
7.2.4
7.3
7.3.1
7.3.2
7.3.3
7.4
7.5
7.6
ESTIMATING
AVERAGE
TREATMENT
EFFECTS
-
208
POTENTIAL
OUTCOMES
-
209
AVERAGE
TREATMENT
EFFECTS
----
210
RANDOMISED
EXPERIMENTS
----
211
BIASES
----
212
CONDITIONAL
INDEPENDENCE
----
215
WEIGHTING
----
216
REGRESSION-ADJUSTMENT
----
217
REGRESSION
WITH
A
TREATMENT
INDICATOR
----
220
MATCHING
----
221
REGRESSION
DISCONTINUITY
----
225
SHARP
RDD
----
226
CHALLENGES
TO
IDENTIFICATION
----
230
EXTENSIONS
AND
VARIATIONS
----
232
A
SWITCHING
REGRESSION
MODEL
----
234
INSTRUMENTAL
VARIABLES
----
236
DIFFERENCE-IN-DIFFERENCES
----
241
XIV
-
CONTENTS
7.6.1
THE
BASIC
DIFFERENCE-IN-DIFFERENCES
APPROACH
----
242
7.6.2
EXTENSIONS
----
248
BIBLIOGRAPHY
----
255
INDEX
-
275
|
| adam_txt |
CONTENTS
PREFACE
-
VII
ACKNOWLEDGMENTS
-
IX
ACRONYMS
----
XV
1
1.1
1.1.1
1.1.2
1.1.3
1.1.4
1.1.5
1.1.6
1.2
INTRODUCTION
-
1
SOME
ILLUSTRATIVE
EXAMPLES
-
1
PREDICTING
THE
CROSS-SECTION
OF
STOCK
RETURNS
-
1
EXPLAINING
FLOWS
TO
MUTUAL
FUNDS
-
2
THE
IMPACT
OF
CEO
COMPENSATION
OR
BOARD
STRUCTURE
ON
FIRM
VALUE
-
3
EXPLAINING
CAPITAL
STRUCTURE
CHOICE
-
4
GOVERNANCE
AND
FIRM
VALUE
----
5
DIVIDEND
POLICY
----
6
THE
STRUCTURE
OF
THIS
TEXT
----
7
2
2.1
2.1.1
2.1.2
2.1.3
2.2
2.3
2.3.1
2.3.2
2.4
2.5
2.6
2.7
2.8
2.9
2.10
2.11
2.12
2.12.1
2.12.2
2.12.3
2.12.4
2.13
LINEAR
STATIC
MODELS
-
9
THE
LINEAR
REGRESSION
MODEL
WITH
CROSS-SECTIONAL
DATA
-
9
THE
LINEAR
MODEL
AND
ORDINARY
LEAST
SQUARES
-
9
HETEROSKEDASTICITY
-
15
HYPOTHESIS
TESTING
----
17
THE
LINEAR
REGRESSION
MODEL
WITH
TIME-SERIES
DATA
-
19
INTRODUCING
PANEL
DATA
-
22
PARAMETER
HETEROGENEITY
-
23
ILLUSTRATION:
TESTING
AN
ASSET
PRICING
MODEL
----
24
THE
LINEAR
REGRESSION
MODEL
WITH
PANEL
DATA
-
26
CLUSTERED
STANDARD
ERRORS
----
29
RANDOM
EFFECTS
ESTIMATORS
-
38
FIXED
EFFECTS
ESTIMATORS
-
42
CLUSTERED
STANDARD
ERRORS
WITH
FIXED
EFFECTS
----
50
FIRST-DIFFERENCE
ESTIMATORS
----
52
TESTING
FOR
HETEROSKEDASTICITY
AND
AUTOCORRELATION
-
55
MODELS
WITH
FIXED
TIME
EFFECTS
----
57
THE
FAMA-MACBETH
APPROACH
----
58
CROSS-SECTIONAL
REGRESSIONS
-
58
SERIAL
CORRELATION
AND
FIRM
EFFECTS
-----60
POOLED
OLS
VERSUS
FAMA-MACBETH
----
62
THE
ERRORS-IN-VARIABLES
PROBLEM
----
64
GOODNESS-OF-FIT
----
65
XII
-
CONTENTS
3
DEALING
WITH
HETEROGENEITY
AND
ENDOGENEITY:
FIXED
EFFECTS,
IV
AND
GMM
----
68
3.1
3.2
3.3
3.4
3.4.1
3.4.2
3.4.3
3.4.4
3.5
3.5.1
3.5.2
3.5.3
3.5.4
3.6
FIXED
EFFECTS
AND
INSTRUMENTAL
VARIABLES
-
68
TWO-WAY
AND
INTERACTIVE
FIXED
EFFECTS
-
71
HOW
NOT
TO
CONTROL
FOR
UNOBSERVED
HETEROGENEITY
-
78
MORE
ON
INSTRUMENTAL
VARIABLES
-
82
TWO-STAGE
LEAST
SQUARES
----
82
WEAK
INSTRUMENTS
----
89
STANDARD
ERRORS
----
91
IV
ESTIMATORS
WITH
PANEL
DATA
-
92
INSTRUMENTAL
VARIABLES
AND
GMM
----
94
MOMENT
CONDITIONS
----
94
THE
OPTIMAL
WEIGHTING
MATRIX
----
96
TESTS
FOR
OVERIDENTIFYING
RESTRICTIONS
----
99
PANEL
ESTIMATORS
-
100
STRICT
EXOGENEITY
-
102
4
4.1
4.1.1
4.1.2
4.2
4.3
4.3.1
4.3.2
4.4
OUTLIERS,
MISSING
VALUES
AND
OTHER
DATA
ISSUES
-
107
OUTLIERS
AND
INFLUENTIAL
OBSERVATIONS
-
107
IDENTIFYING
AND
ELIMINATING
OUTLIERS
----
108
ROBUST
ESTIMATION
METHODS
----
111
MISSING
VALUES
-
112
INCOMPLETE
PANELS
----
115
ESTIMATION
WITH
RANDOMLY
MISSING
DATA
-
116
SELECTION
BIAS
AND
SOME
SIMPLE
TESTS
-
118
MEASUREMENT
ERRORS
----
120
5
5.1
5.2
5.3
5.4
5.4.1
5.4.2
5.4.3
5.4.4
5.4.5
5.4.6
5.5
LINEAR
DYNAMIC
MODELS
-
126
THE
PROBLEM
OF
UNOBSERVED
HETEROGENEITY
-
126
THE
PROBLEM
WITH
THE
FIXED
EFFECTS
ESTIMATOR
-
129
INSTRUMENTAL
VARIABLES
-
130
THE
ARELLANO-BOND
ESTIMATOR
----
132
MOMENT
CONDITIONS
----
132
MODELS
WITH
EXOGENOUS
VARIABLES
-
135
SYSTEM
GMM
----
136
SPECIFICATION
TESTS
----
137
WHEN
Y
IS
CLOSE
TO
ONE
----
137
TOO
MANY
INSTRUMENTS
----
138
APPLICATIONS
----
140
6
6.1
MODELS
WITH
LIMITED
DEPENDENT
VARIABLES
-
145
BINARY
CHOICE
MODELS
----
146
CONTENTS
-
-
XIII
6.1.1
6.1.2
6.1.3
6.1.4
6.1.5
6.1.6
6.1.7
6.1.8
6.1.9
6.2
6.2.1
6.2.2
6.3
6.3.1
6.3.2
6.3.3
6.3.4
6.4
6.4.1
6.4.2
6.5
6.6
6.6.1
6.6.2
SPECIFICATION
AND
INTERPRETATION
----
147
ESTIMATION:
MAXIMUM
LIKELIHOOD
---
154
POOLED
ESTIMATION
APPROACHES
----
159
CLUSTERED
STANDARD
ERRORS
----
161
FAMA-MACBETH
ESTIMATION
----
163
BINARY
CHOICE
MODELS
WITH
RANDOM
EFFECTS
----
164
BINARY
CHOICE
MODELS
WITH
FIXED
EFFECTS
----
168
GOODNESS-OF-FIT
----
172
BINARY
CHOICE
MODELS
AND
INSTRUMENTAL
VARIABLES
----
173
MULTIPLE
OUTCOMES
----
175
ORDERED
PROBIT
AND
ORDERED
LOGIT
----
176
MULTINOMIAL
MODELS
----
179
TOBIT
MODELS
----
181
INTRODUCTION
TO
CENSORING
-
181
POOLED
ESTIMATION
----
185
A
TOBIT
MODEL
WITH
RANDOM
EFFECTS
-
187
EXTENSIONS
----
189
DYNAMIC
MODELS
-
196
STATE
DEPENDENCE
VERSUS
UNOBSERVED
HETEROGENEITY
-
196
A
DYNAMIC
PROBIT
MODEL
WITH
UNOBSERVED
HETEROGENEITY
----
197
COUNT
DATA
-
199
DURATION
MODELS
----
201
HAZARD
RATES
AND
SURVIVAL
FUNCTIONS
-
202
ESTIMATION
----
204
7
7.1
7.1.1
7.1.2
7.1.3
7.2
7.2.1
7.2.2
7.2.3
7.2.4
7.3
7.3.1
7.3.2
7.3.3
7.4
7.5
7.6
ESTIMATING
AVERAGE
TREATMENT
EFFECTS
-
208
POTENTIAL
OUTCOMES
-
209
AVERAGE
TREATMENT
EFFECTS
----
210
RANDOMISED
EXPERIMENTS
----
211
BIASES
----
212
CONDITIONAL
INDEPENDENCE
----
215
WEIGHTING
----
216
REGRESSION-ADJUSTMENT
----
217
REGRESSION
WITH
A
TREATMENT
INDICATOR
----
220
MATCHING
----
221
REGRESSION
DISCONTINUITY
----
225
SHARP
RDD
----
226
CHALLENGES
TO
IDENTIFICATION
----
230
EXTENSIONS
AND
VARIATIONS
----
232
A
SWITCHING
REGRESSION
MODEL
----
234
INSTRUMENTAL
VARIABLES
----
236
DIFFERENCE-IN-DIFFERENCES
----
241
XIV
-
CONTENTS
7.6.1
THE
BASIC
DIFFERENCE-IN-DIFFERENCES
APPROACH
----
242
7.6.2
EXTENSIONS
----
248
BIBLIOGRAPHY
----
255
INDEX
-
275 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Verbeek, Marno 1965- |
| author_GND | (DE-588)170802655 |
| author_facet | Verbeek, Marno 1965- |
| author_role | aut |
| author_sort | Verbeek, Marno 1965- |
| author_variant | m v mv |
| building | Verbundindex |
| bvnumber | BV046904905 |
| classification_rvk | QH 330 QP 890 |
| ctrlnum | (OCoLC)1301274762 (DE-599)DNB1190910926 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02023nam a22004578cb4500</leader><controlfield tag="001">BV046904905</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230413 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">200918s2022 gw a||| |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">1190910926</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783110660135</subfield><subfield code="c">pbk : EUR 39.95 (DE) (freier Preis), EUR 39.95 (AT) (freier Preis)</subfield><subfield code="9">978-3-11-066013-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">311066013X</subfield><subfield code="9">3-11-066013-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1301274762</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB1190910926</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-M382</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-945</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 330</subfield><subfield code="0">(DE-625)141569:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Verbeek, Marno</subfield><subfield code="d">1965-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)170802655</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Panel methods for finance</subfield><subfield code="b">a guide to panel data econometrics for financial applications</subfield><subfield code="c">Marno Verbeek</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="b">De Gruyter</subfield><subfield code="c">[2022]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVI, 280 Seiten</subfield><subfield code="b">10 Illustrationen</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">De Gruyter Studies in the Practice of Econometrics</subfield><subfield code="v">1</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Panelanalyse</subfield><subfield code="0">(DE-588)4173172-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Panelanalyse</subfield><subfield code="0">(DE-588)4173172-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, EPUB</subfield><subfield code="z">978-3-11-066081-4</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, PDF</subfield><subfield code="z">978-3-11-066073-9</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">De Gruyter Studies in the Practice of Econometrics</subfield><subfield code="v">1</subfield><subfield code="w">(DE-604)BV047840739</subfield><subfield code="9">1</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032314486&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032314486</subfield></datafield></record></collection> |
| id | DE-604.BV046904905 |
| illustrated | Illustrated |
| index_date | 2024-07-03T15:26:05Z |
| indexdate | 2024-07-10T08:57:05Z |
| institution | BVB |
| isbn | 9783110660135 311066013X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032314486 |
| oclc_num | 1301274762 |
| open_access_boolean | |
| owner | DE-M382 DE-1049 DE-N2 DE-634 DE-945 |
| owner_facet | DE-M382 DE-1049 DE-N2 DE-634 DE-945 |
| physical | XVI, 280 Seiten 10 Illustrationen |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | De Gruyter |
| record_format | marc |
| series | De Gruyter Studies in the Practice of Econometrics |
| series2 | De Gruyter Studies in the Practice of Econometrics |
| spelling | Verbeek, Marno 1965- Verfasser (DE-588)170802655 aut Panel methods for finance a guide to panel data econometrics for financial applications Marno Verbeek Berlin De Gruyter [2022] XVI, 280 Seiten 10 Illustrationen txt rdacontent n rdamedia nc rdacarrier De Gruyter Studies in the Practice of Econometrics 1 Ökonometrie (DE-588)4132280-0 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Panelanalyse (DE-588)4173172-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Ökonometrie (DE-588)4132280-0 s Panelanalyse (DE-588)4173172-4 s DE-604 Erscheint auch als Online-Ausgabe, EPUB 978-3-11-066081-4 Erscheint auch als Online-Ausgabe, PDF 978-3-11-066073-9 De Gruyter Studies in the Practice of Econometrics 1 (DE-604)BV047840739 1 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032314486&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Verbeek, Marno 1965- Panel methods for finance a guide to panel data econometrics for financial applications De Gruyter Studies in the Practice of Econometrics Ökonometrie (DE-588)4132280-0 gnd Finanzmathematik (DE-588)4017195-4 gnd Panelanalyse (DE-588)4173172-4 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4017195-4 (DE-588)4173172-4 |
| title | Panel methods for finance a guide to panel data econometrics for financial applications |
| title_auth | Panel methods for finance a guide to panel data econometrics for financial applications |
| title_exact_search | Panel methods for finance a guide to panel data econometrics for financial applications |
| title_exact_search_txtP | Panel methods for finance a guide to panel data econometrics for financial applications |
| title_full | Panel methods for finance a guide to panel data econometrics for financial applications Marno Verbeek |
| title_fullStr | Panel methods for finance a guide to panel data econometrics for financial applications Marno Verbeek |
| title_full_unstemmed | Panel methods for finance a guide to panel data econometrics for financial applications Marno Verbeek |
| title_short | Panel methods for finance |
| title_sort | panel methods for finance a guide to panel data econometrics for financial applications |
| title_sub | a guide to panel data econometrics for financial applications |
| topic | Ökonometrie (DE-588)4132280-0 gnd Finanzmathematik (DE-588)4017195-4 gnd Panelanalyse (DE-588)4173172-4 gnd |
| topic_facet | Ökonometrie Finanzmathematik Panelanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032314486&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV047840739 |
| work_keys_str_mv | AT verbeekmarno panelmethodsforfinanceaguidetopaneldataeconometricsforfinancialapplications |