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.
RATS examples from Econometric Analysis of Cross Section and Panel Data
Contents
- Introduction
- Conditional Expectations and Related Concepts in Econometrics
- Basic Asymptotic Theory
- The Single-Equation Linear Model and OLS Estimation
- Instrumental Variables Estimation of Single-Equation Linear Models
- Additional Single-Equation Topics
- Estimating Systems of Equations by OLS and GLS
- System Estimation by Instrumental Variables
- Simultaneous Equations Models
- Basic Linear Unobserved Effects Panel Data Models
- More Topics in Linear Unobserved Effects Models
- M-Estimation
- Maximum Likelihood Methods
- Generalized Method of Moments and Minimum Distance Estimation
- Maximum Likelihood Methods
- Corner Solution Outcomes and Censored Regression Models
- Sample Selection, Attrition, and Stratified Sampling
- Estimating Average Treatment Effects
- Count Data and Related Models
- Duration Analysis
May We Suggest?
You might also be interested in our Panel Data course.
