
Econometric Analysis of Cross Section and Panel Data
by Jeffrey M. Wooldridge-
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Summary
Table of Contents
Preface | p. xvii |
Acknowledgments | p. xxiii |
Introduction and Background | |
Introduction | p. 3 |
Conditional Expectations and Related Concepts in Econometrics | p. 13 |
Basic Asymptotic Theory | p. 35 |
Linear Models | |
The Single-Equation Linear Model and OLS Estimation | p. 49 |
Instrumental Variables Estimation of Single-Equation Linear Models | p. 83 |
Additional Single-Equation Topics | p. 115 |
Estimating Systems of Equations by OLS and GLS | p. 143 |
System Estimation by Instrumental Variables | p. 183 |
Simultaneous Equations Models | p. 209 |
Basic Linear Unobserved Effects Panel Data Models | p. 247 |
More Topics in Linear Unobserved Effects Models | p. 299 |
General Approaches to Nonlinear Estimation | |
M-Estimation | p. 341 |
Maximum Likelihood Methods | p. 385 |
Generalized Method of Moments and Minimum Distance Estimation | p. 421 |
Nonlinear Models and Related Topics | |
Discrete Response Models | p. 453 |
Corner Solution Outcomes and Censored Regression Models | p. 517 |
Sample Selection, Attrition, and Stratified Sampling | p. 551 |
Estimating Average Treatment Effects | p. 603 |
Count Data and Related Models | p. 645 |
Duration Analysis | p. 685 |
References | p. 721 |
Index | p. 737 |
Table of Contents provided by Publisher. All Rights Reserved. |
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