Econometric analysis of cross section and panel data /
Wooldridge, Jeffrey M., 1960-
Econometric analysis of cross section and panel data / Jeffrey M. Wooldridge - Second edition - xxvii, 1064 páginas : ilustraciones
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.
COBERTURA BIBLIOGRAFICA :
PII435
Asignatura: Econometría avanzada
9780262232586 (hardcover : alk. paper) 9780262232586
ECONOMETRÍA--TEORIA ASINTOTICA
330.015195 / W913i
Econometric analysis of cross section and panel data / Jeffrey M. Wooldridge - Second edition - xxvii, 1064 páginas : ilustraciones
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.
COBERTURA BIBLIOGRAFICA :
PII435
Asignatura: Econometría avanzada
9780262232586 (hardcover : alk. paper) 9780262232586
ECONOMETRÍA--TEORIA ASINTOTICA
330.015195 / W913i