• Media type: Book
  • Title: Econometric analysis of cross section and panel data
  • Contains: 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.
  • Contributor: Wooldridge, Jeffrey M. [Author]
  • imprint: Cambridge, Mass. [u.a.]: MIT Press, 2002
  • Extent: XXI, 752 S.; graph. Darst
  • Language: English
  • ISBN: 0262232197
  • RVK notation: QH 300 : Allgemeines
    MR 2100 : Statistik für Soziologen
    QH 310 : Lehrbücher
    QH 244 : Statistische Methoden in der Markt- und Meinungsforschung. Empirische Sozialforschung
    QH 320 : Methoden der Ökonometrie
    QH 230 : Allgemeines. Mathematische Statistik in Gesamtdarstellungen
  • Keywords: Ökonometrie > Mikroökonomie
    Ökonometrie > Asymptotische Statistik > Methode
  • Origination:
  • Footnote: Includes bibliographical references (p. [721]-735) and index
  • Description: 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

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  • Status: Loanable
  • Status: Loanable
  • Shelf-mark: 2005 8 028590
  • Item ID: 10572770N
  • Shelf-mark: QH 310 W913
  • Item ID: 31140326
  • Shelf-mark: QH 310 W913
  • Item ID: 31422121
  • Shelf-mark: QH 310 W913
  • Item ID: 31507858