Econometric analysis of cross section and panel data/
Wooldridge, Jeffrey M.
Econometric analysis of cross section and panel data/ Jeffrey M. Wooldridge - Cambridge: MIT press, 2002. - xxi, 752 p. ; 24 cm.
Introduction and background. Introduction ; Conditional expectations and related concepts in econometrics ; Basic asymptotic theory --
Linear models. The single-equation linear model and OLS estimation ; Instrumental variables estimation of single-equation linear models --
Additional single-equation topics ; Estimating systems of equations by OLS and GLS ; System estimation by instrumental variables ; Simultaneous equations models ; Basic linear unobserved effects panel data models ; More topics in linear unobserved effects models --
General approaches to nonlinear estimation. M-estimation ; Maximum likelihood methods ; Generalized method of moments and minimum distance estimation --
Nonlinear models and related topics. Discrete response models ; Corner solution outcomes and censored regression models ; Sample selection, attrition, and stratified sampling ; Estimating average treatment effects ; Count data and related models ; Duration analysis.
9780262232197
Econometrics--Asymptotic theory
330.015195 / WOO/E
Econometric analysis of cross section and panel data/ Jeffrey M. Wooldridge - Cambridge: MIT press, 2002. - xxi, 752 p. ; 24 cm.
Introduction and background. Introduction ; Conditional expectations and related concepts in econometrics ; Basic asymptotic theory --
Linear models. The single-equation linear model and OLS estimation ; Instrumental variables estimation of single-equation linear models --
Additional single-equation topics ; Estimating systems of equations by OLS and GLS ; System estimation by instrumental variables ; Simultaneous equations models ; Basic linear unobserved effects panel data models ; More topics in linear unobserved effects models --
General approaches to nonlinear estimation. M-estimation ; Maximum likelihood methods ; Generalized method of moments and minimum distance estimation --
Nonlinear models and related topics. Discrete response models ; Corner solution outcomes and censored regression models ; Sample selection, attrition, and stratified sampling ; Estimating average treatment effects ; Count data and related models ; Duration analysis.
9780262232197
Econometrics--Asymptotic theory
330.015195 / WOO/E