Econometric analysis of cross section and panel data
Material type: TextPublication details: Cambridge, Mass. : MIT Press, c2010Edition: 2nd edDescription: xxvii, 1064 p. : illISBN: 9780262232586 (hardcover : alk. paper); 0262232588 (hardcover : alk. paper)Subject(s): EconometricsDDC classification: 330.015195Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
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Reference Books | Main Library Reference | Reference | 330.015195 WOO (Browse shelf(Opens below)) | Available | 015451 |
Browsing Main Library shelves, Shelving location: Reference, Collection: Reference Close shelf browser (Hides shelf browser)
330.015195 SYD Essential mathematics for economic analysis | 330.015195 VER A guide to modern econometrics | 330.015195 WOO Introductory Econometrics: A Modern Approach | 330.015195 WOO Econometric analysis of cross section and panel data | 330.024658 GIL Business economics / | 330.072 MIK Methods for development work and research : a guide for practitioners | 330.0724 DOR Linear programming and economic analysis |
Includes index
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.
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated.
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