紀錄類型 : 書目-語言資料,印刷品: 單行本
正題名/作者 : Econometric analysis of cross section and panel data // Jeffrey M. Wooldridge.
出版者 : Cambridge, Mass. :MIT Press,c2002.
面頁冊數 : xxi, 752 p. ;24 cm.
標題 : Econometrics - Asymptotic theory. -
ISBN : 0262232197 (hbk.)
ISBN : 9780262232197 (hbk.)
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020 $a0262232197 (hbk.)
020 $a9780262232197 (hbk.)
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100 1 $aWooldridge, Jeffrey M.,$d1960-$3265667
245 10$aEconometric analysis of cross section and panel data /$cJeffrey M. Wooldridge.
260 # $aCambridge, Mass. :$cc2002.$bMIT Press,
300 $axxi, 752 p. ;$c24 cm.
504 $aIncludes bibliographical references (p. [721]-735) and index.
505 0#$aIntroduction 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.
650 #0$aEconometrics$xAsymptotic theory.$3265668