단행본
Econometric analysis of cross section and panel data
- 서명/저자사항
- Econometric analysis of cross section and panel data
- 개인저자
- Wooldridge, Jeffrey M. 1960-
- 발행사항
- Cambridge, Mass.: MIT Press, c2002.
- 형태사항
- xxi, 752 p.; 24 cm.
- ISBN
- 0262232197 (cloth)
- 주기사항
- Includes bibliographical references (p. [721]-735) and index 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
소장정보
| 위치 | 등록번호 | 청구기호 / 출력 | 상태 | 반납예정일 |
|---|---|---|---|---|
이용 가능 (1) | ||||
| 자료실 | WM017356 | 대출가능 | - | |
이용 가능 (1)
- 등록번호
- WM017356
- 상태/반납예정일
- 대출가능
- -
- 위치/청구기호(출력)
- 자료실
목차
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.