MARC details
| 000 -LEADER |
|---|
| fixed length control field |
06055nam a2201021 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-B1597 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20260416115152.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
260303s2021 gw fo d z eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783110660739 |
| 041 0# - LANGUAGE CODE |
|---|
| Language |
|
| 044 ## - COUNTRY OF PUBLISHING/PRODUCING ENTITY CODE |
|---|
| MARC country code |
gw |
| ISO country code |
DE |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS |
| Subject category code subdivision |
021000 |
| Source |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Verbeek, Marno, |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Panel Methods for Finance : |
| Remainder of title |
A Guide to Panel Data Econometrics for Financial Applications / |
| Statement of responsibility, etc |
Marno Verbeek. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (XVI, 280 p.) |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Title |
Frontmatter -- |
| -- |
Preface -- |
| -- |
Acknowledgments -- |
| -- |
Contents -- |
| -- |
Acronyms -- |
| -- |
1 Introduction -- |
| -- |
2 Linear static models -- |
| -- |
3 Dealing with heterogeneity and endogeneity: fixed effects, IV and GMM -- |
| -- |
4 Outliers, missing values and other data issues -- |
| -- |
5 Linear dynamic models -- |
| -- |
6 Models with limited dependent variables -- |
| -- |
7 Estimating average treatment effects -- |
| -- |
Bibliography -- |
| -- |
Index |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Econometrics. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://www.degruyterbrill.com/isbn/9783110660739">https://www.degruyterbrill.com/isbn/9783110660739</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://www.degruyterbrill.com/document/cover/isbn/9783110660739/original">https://www.degruyterbrill.com/document/cover/isbn/9783110660739/original</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Electronic Books |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Relator term |
author. |
| Relator code |
aut |
| -- |
http://id.loc.gov/vocabulary/relators/aut |
| 264 #1 - |
|---|
| -- |
Berlin |
| -- |
Boston |
| -- |
De Gruyter, |
| -- |
[2021] |
| 264 #4 - |
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| -- |
©2021 |
| 336 ## - |
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| -- |
text |
| -- |
txt |
| -- |
rdacontent |
| 337 ## - |
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computer |
| -- |
c |
| -- |
rdamedia |
| 338 ## - |
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| -- |
online resource |
| -- |
cr |
| -- |
rdacarrier |
| 347 ## - |
|---|
| -- |
text file |
| -- |
PDF |
| -- |
rda |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
De Gruyter Studies in the Practice of Econometrics , |
| International Standard Serial Number |
2570-0928 ; |
| Volume number/sequential designation |
1 |
| 506 0# - RESTRICTIONS ON ACCESS NOTE |
|---|
| Terms governing access |
restricted access |
| Uniform Resource Identifier |
<a href="http://purl.org/coar/access_right/c_16ec">http://purl.org/coar/access_right/c_16ec</a> |
| Standardized terminology for access restriction |
online access with authorization |
| Source of term |
star |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE |
|---|
| Additional physical form available note |
Issued also in print. |
| 532 8# - |
|---|
| -- |
The accessibility of this resources in unknown or unassessed. |
| 538 ## - SYSTEM DETAILS NOTE |
|---|
| System details note |
Mode of access: Internet via World Wide Web. |
| 545 ## - BIOGRAPHICAL OR HISTORICAL DATA |
|---|
| Biographical or historical note |
Marno Verbeek, Erasmus University, The Netherlands |
| 546 ## - LANGUAGE NOTE |
|---|
| Language note |
In English. |
| 588 0# - |
|---|
| -- |
Description based on online resource; title from PDF title page (publisher's Web site, viewed March 03 2026) |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Source of heading or term |
bisacsh |
| 653 #0 - INDEX TERM--UNCONTROLLED |
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Applied Econometrics |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Empirical Finance |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Research Methods |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Panel Data |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Applied Econometrics |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Empirical Finance |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Research Methods |
| 653 #0 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Panel Data |
| 773 08 - HOST ITEM ENTRY |
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| Place, publisher, and date of publication |
De Gruyter |
| Title |
DG Plus DeG Package 2021 Part 1 |
| International Standard Book Number |
9783110750706 |
| Other item identifier |
ZDB-23-23 |
| 773 08 - HOST ITEM ENTRY |
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Title is part of eBook package: |
| Place, publisher, and date of publication |
De Gruyter |
| Title |
DG Plus DeG Package 2021 Part 1 English |
| International Standard Book Number |
9783110750720 |
| Other item identifier |
978-3-11-075072-0 DG Plus DeG Package 2021 Part 1 English |
| 773 08 - HOST ITEM ENTRY |
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Title is part of eBook package: |
| Place, publisher, and date of publication |
De Gruyter |
| Title |
eBook Package Complete 2021 / eBook-Paket Gesamt 2021 |
| International Standard Book Number |
9783110753776 |
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ZDB-23-DGG |
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Title is part of eBook package: |
| Place, publisher, and date of publication |
De Gruyter |
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De Gruyter |
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De Gruyter |
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De Gruyter |
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De Gruyter |
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| 776 0# - ADDITIONAL PHYSICAL FORM ENTRY |
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| Qualifying information |
EPUB |
| International Standard Book Number |
9783110660814 |
| 776 0# - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Qualifying information |
print |
| International Standard Book Number |
9783110660135 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
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Cover |
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ZDB-23-23 |
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2021 |
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2021 |
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978-3-11-075400-1 EBOOK PACKAGE COMPLETE 2021 English |
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2021 |
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978-3-11-075404-9 EBOOK PACKAGE Business and Economics 2021 English |
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2021 |
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