Econometric analysis of cross section and panel data

Medientyp: Buch

Titel: Econometric analysis of cross section and panel data

Enthält: 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.

Beteiligte: Wooldridge, Jeffrey M. [VerfasserIn]

Erschienen: Cambridge, Mass. [u.a.]: MIT Press, 2002

Umfang: XXI, 752 S.; graph. Darst

Sprache: Englisch

ISBN: 0262232197

RVK-Notation: QH 300 : Allgemeines
MR 2100 : Statistik für Soziologen
QH 310 : Lehrbücher
QH 244 : Statistische Methoden in der Markt- und Meinungsforschung. Empirische Sozialforschung
QH 320 : Methoden der Ökonometrie
QH 230 : Allgemeines. Mathematische Statistik in Gesamtdarstellungen

Schlagwörter: Ökonometrie > Mikroökonomie
Ökonometrie > Asymptotische Statistik > Methode

Entstehung:

Anmerkungen: Includes bibliographical references (p. [721]-735) and index

Beschreibung: 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

Econometric analysis of cross section and panel data

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