{"product_id":"panel-methods-for-finance-a-guide-to-panel-data-econometrics-for-financial-applications-paperback","title":"Panel Methods for Finance: A Guide to Panel Data Econometrics for Financial Applications - Paperback","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eMarno Verbeek\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e 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. \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e Panel Methods for Finance: A Guide to Panel Data Econometrics for Financial Applications by Marno Verbeek offers the reader: \u003c\/p\u003e \u003cul\u003e \u003cp\u003e \u003c\/p\u003e \u003cli\u003e Focus on panel methods where the time dimension is relatively small \u003c\/li\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cli\u003e A clear and intuitive exposition, with a focus on implementation and practical relevance \u003c\/li\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cli\u003e Concise presentation, with many references to financial applications and other sources \u003c\/li\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cli\u003e Focus on techniques that are relevant for and popular in empirical work in finance and accounting \u003c\/li\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cli\u003e Critical discussion of key assumptions, robustness, and other issues related to practical implementation \u003c\/li\u003e \u003cp\u003e \u003c\/p\u003e \u003c\/ul\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003cstrong\u003eMarno Verbeek\u003c\/strong\u003e, Erasmus University, The Netherlands\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 296\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.62 x 9.61 x 6.69 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e November 19, 2021\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":52481975779635,"sku":"9783110660135","price":68.54,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0300\/5595\/6612\/files\/L2ZEOU9kWis0ekFEYTVmSllpays5dz09.webp?v=1759733958","url":"https:\/\/www.vysn.com\/en-ca\/products\/panel-methods-for-finance-a-guide-to-panel-data-econometrics-for-financial-applications-paperback","provider":"VYSN","version":"1.0","type":"link"}