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Econometric analysis of cross section and panel data / Jeffrey M. Wooldridge.

By: Wooldridge, Jeffrey M, 1960-
Material type: TextTextPublisher: Cambridge ; London : MIT Press, c.2010Edition: 2nd edDescription: xxvii, 1064 p. : ill. ; 24 cmISBN: 9780262232586 (hardcover : alk. paper)Subject(s): Econometrics -- Asymptotic theory | | BAEPS, Economics October2015Genre/Form: -- Reading book DDC classification: 330.015195
Contents:
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.
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book - Borrowing Book - Borrowing Central Library
First floor
Baccah 330.015195 WOO (Browse shelf) Available 000031056
Total holds: 0

Index : p. 1045-1064.

Bibliography : p. 1025-1044.

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.

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