Econometric Analysis of Cross Section and Panel Data, 2nd Ed.

by Jeffrey Wooldridge

The MIT Press, 2010

List Price $90.00, Estima's Price $75.00

Wooldridge’s book is intended as a second semester graduate text. It examines the special problems that the econometrician must face in applying linear regression, instrumental variables/GMM and SUR estimators to cross section and panel data. It then covers a wide range of non-linear models: probit, logit, censoring and sample selection, count data and duration models. This includes almost all techniques covered in the panel data chapter of the RATS User’s Guide, plus many more.

Contents

1. Introduction
2. Conditional Expectations and Related Concepts in Econometrics
3. Basic Asymptotic Theory
4. The Single-Equation Linear Model and OLS Estimation
5. Instrumental Variables Estimation of Single-Equation Linear Models
6. Additional Single-Equation Topics
7. Estimating Systems of Equations by OLS and GLS
8. System Estimation by Instrumental Variables
9. Simultaneous Equations Models
10. Basic Linear Unobserved Effects Panel Data Models
11. More Topics in Linear Unobserved Effects Models
12. M-Estimation
13. Maximum Likelihood Methods
14. Generalized Method of Moments and Minimum Distance Estimation
15. Maximum Likelihood Methods
16. Corner Solution Outcomes and Censored Regression Models
17. Sample Selection, Attrition, and Stratified Sampling
18. Estimating Average Treatment Effects
19. Count Data and Related Models
20. Duration Analysis

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