| 청구기호 |
330.01 W913e |
| 판사항 |
2nd ed.
|
| 형태사항 |
xxvii, 1064 p. : ill. ; 24 cm.
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references and index.
|
| 내용 |
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.
|
| 주제 |
Econometrics --Asymptotic theory.
ECONOMETRIC
ANALYSIS
CROSS
SECTION
PANEL
DATA
|
| LCCN |
2010020912
|
| ISBN |
9780262232586 (hardcover : alk. paper)
, 0262232588 (hardcover : alk. paper)
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| QR CODE |
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