Econometric Analysis of Cross Section and Panel Data / Edition 1

Econometric Analysis of Cross Section and Panel Data / Edition 1

by Jeffrey M. Wooldridge
     
 

A comprehensive state-of-the-art text on microeconometric methods. See more details below

Overview

A comprehensive state-of-the-art text on microeconometric methods.

Product Details

ISBN-13:
9780262232197
Publisher:
MIT Press
Publication date:
10/01/2001
Edition description:
Older Edition
Pages:
776
Product dimensions:
8.00(w) x 9.00(h) x 1.50(d)

Related Subjects

Table of Contents

Preface
Acknowledgments
IIntroduction and Background1
1Introduction3
2Conditional Expectations and Related Concepts in Econometrics13
3Basic Asymptotic Theory35
IILinear Models47
4The Single-Equation Linear Model and OLS Estimation49
5Instrumental Variables Estimation of Single-Equation Linear Models83
6Additional Single-Equation Topics115
7Estimating Systems of Equations by OLS and GLS143
8System Estimation by Instrumental Variables183
9Simultaneous Equations Models209
10Basic Linear Unobserved Effects Panel Data Models247
11More Topics in Linear Unobserved Effects Models299
IIIGeneral Approaches to Nonlinear Estimation339
12M-Estimation341
13Maximum Likelihood Methods385
14Generalized Method of Moments and Minimum Distance Estimation421
IVNonlinear Models and Related Topics451
15Discrete Response Models453
16Corner Solution Outcomes and Censored Regression Models517
17Sample Selection, Attrition, and Stratified Sampling551
18Estimating Average Treatment Effects603
19Count Data and Related Models645
20Duration Analysis685
References721
Index737

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