University of Zambia Logo University Of Zambia Online Public Access Catalogue

Normal view MARC view ISBD view

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

By: Wooldridge, Jeffrey M.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass. : MIT Press, c2010Edition: Second edition.Description: xxvii, 1064 pages : illustrations.ISBN: 9780262232586.Subject(s): Econometrics -- Asymptotic theory
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Call number Copy number Status Date due Barcode
Book Book Main Library
On Shelf
HB139 .W663 2010 (Browse shelf) 1 Available 33729005021725

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.

There are no comments for this item.

Log in to your account to post a comment.