Econometric analysis of cross section and panel data /
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| Materyal Türü: | Kitap |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Cambridge, Mass. :
MIT Press,
c2002.
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| Konular: |
İçindekiler:
- 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.