Econometric analysis of cross section and panel data /
| Основен автор: | Wooldridge, Jeffrey M., 1960- |
|---|---|
| Формат: | Книга |
| Език: | English |
| Публикувано: |
Cambridge, Mass. :
MIT Press,
c2010.
|
| Издание: | 2nd ed. |
| Предмети: | |
| Онлайн достъп: |
Book jacket |
Съдържание:
- 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.