Econometric analysis of cross section and panel data /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass. :
MIT Press,
c2010.
|
| Edition: | Second edition. |
| Subjects: | |
| Classic Catalogue: | View this record in Classic Catalogue |
Table of Contents:
- Introduction
- Conditional expectations and related concepts in econometrics
- Basic asymptotic theory
- Single-equation linear model and ordinary least squares estimation
- Instrumental variables estimation of single-equation linear models
- Additional single-equation topics
- Estimating systems of equations by ordinary least squares and generalized least squares
- System estimation by instrumental variables
- Simultaneous equations models
- Basic linear unobserved effects panel data models
- More topics in linear unobserved effects models
- M-estimation, nonlinear regression, and quantile regression
- Maximum likelihood methods
- Generalized method of moments and minimum distance estimation
- Binary response models
- Multinomial and ordered response models
- Corner solution responses
- Count, fractional, and other nonnegative responses
- Censored data, sample selection, and attrition
- Stratified sampling and cluster sampling
- Estimating average treatment effects
- Duration analysis.