Econometric analysis of cross section and panel data
Wooldridge, Jeffrey M.
Econometric analysis of cross section and panel data Jeffrey M. Wooldridge. - 2nd ed. - Kolkata : Levant Books, 2015. - xxvii, 1064 p. : ill. ; 24 cm.
Includes bibliographical references and index.
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.
9789384106256 (hardcover) = HSS-Reference book collection
2010020912
Econometrics
Asymptotic theory
Econometric analysis
HB139 / .W663 2010
330.015195 W88E2
Econometric analysis of cross section and panel data Jeffrey M. Wooldridge. - 2nd ed. - Kolkata : Levant Books, 2015. - xxvii, 1064 p. : ill. ; 24 cm.
Includes bibliographical references and index.
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.
9789384106256 (hardcover) = HSS-Reference book collection
2010020912
Econometrics
Asymptotic theory
Econometric analysis
HB139 / .W663 2010
330.015195 W88E2