Econometric analysis of cross section and panel data
J. Wooldridge. MIT Press, Cambridge and London, (2002)
Abstract
Textbook on the econometric analysis of cross section and panel data
suitable for a second semester course in graduate econometrics,
following a first course at the level of A Course in Econometrics
by A. S. Goldberger (1991) or Econometric Analysis by W. Greene
(1997). Covers conditional expectations and related concepts in
econometrics; basic asymptotic theory; the single equation linear
model and ordinary least squares (OLS) estimation; instrumental
variables estimation of single equation linear models; additional
single equation topics; estimating systems of equations by OLS and
generalized least squares; system estimation by instrumental variables;
simultaneous equations models; basic linear unobserved effects panel
data models; more topics in unobserved effects models; approaches
to nonlinear estimation; M-estimation; maximum likelihood methods;
the generalized method of moments and minimum distance estimation;
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;
and duration analysis. Contains numerous end-of-chapter problems.
Several problems require data sets that are included with the book.
Wooldridge is Professor of Economics at Michigan State University.
Index
%0 Book
%1 Wooldridge2002
%A Wooldridge, Jeffrey M.
%C Cambridge and London
%D 2002
%I MIT Press
%K Equation Econometrics Models Multiple/Simultaneous with Methods
%T Econometric analysis of cross section and panel data
%X Textbook on the econometric analysis of cross section and panel data
suitable for a second semester course in graduate econometrics,
following a first course at the level of A Course in Econometrics
by A. S. Goldberger (1991) or Econometric Analysis by W. Greene
(1997). Covers conditional expectations and related concepts in
econometrics; basic asymptotic theory; the single equation linear
model and ordinary least squares (OLS) estimation; instrumental
variables estimation of single equation linear models; additional
single equation topics; estimating systems of equations by OLS and
generalized least squares; system estimation by instrumental variables;
simultaneous equations models; basic linear unobserved effects panel
data models; more topics in unobserved effects models; approaches
to nonlinear estimation; M-estimation; maximum likelihood methods;
the generalized method of moments and minimum distance estimation;
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;
and duration analysis. Contains numerous end-of-chapter problems.
Several problems require data sets that are included with the book.
Wooldridge is Professor of Economics at Michigan State University.
Index
%@ 0262232197
@book{Wooldridge2002,
abstract = {Textbook on the econometric analysis of cross section and panel data
suitable for a second semester course in graduate econometrics,
following a first course at the level of A Course in Econometrics
by A. S. Goldberger (1991) or Econometric Analysis by W. Greene
(1997). Covers conditional expectations and related concepts in
econometrics; basic asymptotic theory; the single equation linear
model and ordinary least squares (OLS) estimation; instrumental
variables estimation of single equation linear models; additional
single equation topics; estimating systems of equations by OLS and
generalized least squares; system estimation by instrumental variables;
simultaneous equations models; basic linear unobserved effects panel
data models; more topics in unobserved effects models; approaches
to nonlinear estimation; M-estimation; maximum likelihood methods;
the generalized method of moments and minimum distance estimation;
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;
and duration analysis. Contains numerous end-of-chapter problems.
Several problems require data sets that are included with the book.
Wooldridge is Professor of Economics at Michigan State University.
Index},
added-at = {2006-09-29T17:06:41.000+0200},
address = {Cambridge and London},
author = {Wooldridge, Jeffrey M.},
biburl = {https://www.bibsonomy.org/bibtex/243450720ab17540e4fce3251239ec0e8/gerhard},
file = {#F#},
interhash = {7634506fe1e40831d09521e99547f88b},
intrahash = {43450720ab17540e4fce3251239ec0e8},
isbn = {0262232197},
keywords = {Equation Econometrics Models Multiple/Simultaneous with Methods},
publisher = {MIT Press},
timestamp = {2006-09-29T17:06:41.000+0200},
title = {Econometric analysis of cross section and panel data},
year = 2002
}