000			01802cam a2200241 a 4500
999			_c19167 _d19167
001			51441
010			_a 2010020912
020			_a9780262232586
020			_a0262232588 (hardcover : alk. paper)
040			_aDLC
082	0	0	_a330.01/5195
100	1		_aWooldridge, Jeffrey M., _d1960- _922860
245	1	0	_aEconometric analysis of cross section and panel data _cJeffrey M. Wooldridge
250			_a2nd ed.
260			_aCambridge, Mass. : _bMIT Press, _cc2010.
300			_axxvii, 1064 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references and index.
505	0		_aIntroduction -- 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.
526	0		_aECON939
650		0	_aEconometrics _xAsymptotic theory _924625
856			_uhttps://uowd.box.com/s/dwwl7wpag5q1dnxa8tb3j6ubfj3sh1ah _zLocation Map
942			_cREGULAR _2ddc