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Econometric analysis of cross section and panel data

著者: Jeffrey M Wooldridge
出版: Cambridge, Mass. : MIT Press, ©2002.
エディション/フォーマット:   書籍 : Englishすべてのエディションとフォーマットを見る
データベース:WorldCat
概要:
This text provides a rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end.
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資料の種類: インターネット資料
ドキュメントの種類: 図書, インターネットリソース
すべての著者/寄与者: Jeffrey M Wooldridge
ISBN: 0262232197 9780262232197 0262232332 9780262232333
OCLC No.: 47521388
物理形態: xxi, 752 p. ; 24 cm.
コンテンツ: 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.
責任者: Jeffrey M. Wooldridge.

概要:

This text provides a rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end.

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