Econometric analysis of cross section and panel data
By: Wooldridge, Jeffrey M
Material type: BookPublisher: Cambridge, Mass. : MIT Press, c2010.Edition: 2nd ed.Description: xxvii, 1064 p. : ill. ; 24 cm.ISBN: 9780262232586; 0262232588 (hardcover : alk. paper)Program: ECON939Subject(s): Econometrics -- Asymptotic theoryDDC classification: 330.01/5195 Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
REGULAR | University of Wollongong in Dubai Main Collection | 330.015195 WO EC (Browse shelf) | Available | T0051930 | ||
REGULAR | University of Wollongong in Dubai Main Collection | 330.015195 WO EC (Browse shelf) | Available | T0051931 |
Includes bibliographical references and index.
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.
ECON939