Normal view MARC view ISBD view

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

By: Wooldridge, Jeffrey MMaterial type: Text

TextPublication details: Cambridge: MIT press, 2002Description: xxi, 752 p. ; 24 cmISBN: 9780262232197Subject(s): Econometrics--Asymptotic theoryDDC classification: 330.015195

Contents:

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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 1 )
Title notes ( 1 )
Comments ( 0 )

Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	330.015195 WOO/E (Browse shelf(Opens below))	Available		P07595

Total holds: 0

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.

There are no comments on this title.

to post a comment.