Wooldridge, Jeffrey M., 1960-

Econometric analysis of cross section and panel data Jeffrey M. Wooldridge - 2nd ed. - Cambridge, Mass. : MIT Press, c2010. - xxvii, 1064 p. : ill. ; 24 cm.



Introduction -- Conditional expectations and related concepts in econometrics -- Basic asymptotic theory -- Single-equation linear model and ordinary least squares estimation -- Instrumental variables estimation of single-equation linear models -- Additional single-equation topics -- Estimating systems of equations by ordinary least squares and generalized least squares -- System estimation by instrumental variables -- Simultaneous equations models -- Basic linear unobserved effects panel data models -- More topics in linear unobserved effects models -- M-estimation, nonlinear regression, and quantile regression -- Maximum likelihood methods -- Generalized method of moments and minimum distance estimation -- Binary response models -- Multinomial and ordered response models -- Corner solution responses -- Count, fractional, and other nonnegative responses -- Censored data, sample selection, and attrition -- Stratified sampling and cluster sampling -- Estimating average treatment effects -- Duration analysis.



9780262232586 0262232588 (hardcover : alk. paper)

2010020912


Econometrics--Asymptotic theory

330.01/5195

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