Franklin: Record - Econometric analysis of cross section and panel data / Jeffrey M. Wooldridge.

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

Author/Creator:
Wooldridge, Jeffrey M., 1960-
Edition:
2nd ed.
Publication:
Cambridge, Mass. : MIT Press, c2010.
Format/Description:
Book
xxvii, 1064 p. : ill. ; 24 cm.
Subjects:
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.
Notes:
Includes bibliographical references and index.
Local notes:
Acquired for the Penn Libraries with assistance from the Benjamin Franklin Library Fund.
Contributor:
Benjamin Franklin Library Fund.
ISBN:
0262232588
9780262232586 (hardcover : alk. paper)
Publisher no.:
99944050629
Web link:
The Benjamin Franklin Library Fund Home Page
The Benjamin Franklin Library Fund Home Page  Bookplate