Econometric analysis of cross section and panal data /
Jeffrey M. Wooldridge.
- Cambridge, Massachusetts ; London, Iglaterra : The MIT Press, 2002.
- xxi, 752 páginas ; 24 cm.
Preface, xvii -- Acknowledgments, xxiii -- I. Introduction and background, 1 -- 1. Introduction, 3 -- 2. Conditional expectations and related concepts in econometrics, 13 -- 3. Basic asymptotic theory, 35 -- II. Linear models, 47 -- 4. The single-equation linear model and OLS estimation, 49 -- 5. Instrumental variables estimation of single-equation linear models, 83 -- 6. Additional single-equation topics, 115 -- 7. Estimating systems of equations by OLS and GLS, 143 -- 8. System estimation by instrumental variables, 183 -- 9. Simultaneous equations models, 209 -- 10. Basic linear unobserved effects panel data models, 247 -- 11. More topics in linear unobserved effects models, 299 -- III. General approaches to nonlinear estimation, 339 -- 12. M-Estimation, 341 -- 13. Maximum likelihood methods, 385 -- 14. Generalized method of moments and minimum distance estimation, 421 -- IV. Nonlinear models and related topics, 451 -- 15. Discrete response models, 453 -- 16. Corner solution outcomes and censored regression models, 517 -- 17. Sample selection, attrition, and stratified sampling, 551 -- 18. Estimating average treatment effects, 603 -- 19. Count data and related models, 645 -- 20. Duration analysis, 685 -- References, 721 -- Index, 737.