Econometric analysis of cross section and panel data

• Main Author: Wooldridge, Jeffrey M., 1960- (Author)
• Format: Book
• Language: English
• Published: Cambridge, Mass. : MIT Press, 2010
• Edition: 2nd ed.
• Subjects: ekonometrie; ekonometrické modely; asymptotická teorie; econometrics; econometric models; asymptotic theory; učebnice; textbooks
• ISBN: 9780262232586
• Physical Description: xxvii, 1064 s. : il. ; 24 cm

Table of 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