简介
This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001). Already established as a leading graduate econometrics text, the book offers an intuitive yet rigorous treatment of two methods used in econometric research, cross section and panel data techniques. The numerous end-of-chapter problems are an important component of the book, encouraging the student to use the analytical tools presented in the text. This manual contains answers to selected problems, new examples, and supplementary materials designed by the author. Users of the textbook will find the manual a necessary adjunct to the book.
目录
Preface p. vii
Conditional Expectations and Related Concepts in Econometrics p. 1
Basic Asymptotic Theory p. 3
The Single-Equation Linear Model and OLS Estimation p. 5
Instrumental Variables Estimation of the Single-Equation Linear Model p. 14
Additional Single-Equation Topics p. 23
Estimating Systems of Equations by OLS and GLS p. 37
System Estimation by Instrumental Variables p. 49
Simultaneous Equations Models p. 54
Basic Linear Unobserved Effects Panel Data Model p. 66
More Topics in Linear Unobserved Effects Models p. 97
M-Estimation p. 117
Maximum Likelihood Methods p. 128
Generalized Method of Moments and Minimum Distance Estimation p. 137
Discrete Response Models p. 141
Corner Solution Outcomes and Censored Response Models p. 160
Sample Selection, Attrition, and Stratified Sampling p. 172
Estimating Average Treatment Effects p. 179
Count Data and Related Models p. 189
Duration Analysis p. 203
Conditional Expectations and Related Concepts in Econometrics p. 1
Basic Asymptotic Theory p. 3
The Single-Equation Linear Model and OLS Estimation p. 5
Instrumental Variables Estimation of the Single-Equation Linear Model p. 14
Additional Single-Equation Topics p. 23
Estimating Systems of Equations by OLS and GLS p. 37
System Estimation by Instrumental Variables p. 49
Simultaneous Equations Models p. 54
Basic Linear Unobserved Effects Panel Data Model p. 66
More Topics in Linear Unobserved Effects Models p. 97
M-Estimation p. 117
Maximum Likelihood Methods p. 128
Generalized Method of Moments and Minimum Distance Estimation p. 137
Discrete Response Models p. 141
Corner Solution Outcomes and Censored Response Models p. 160
Sample Selection, Attrition, and Stratified Sampling p. 172
Estimating Average Treatment Effects p. 179
Count Data and Related Models p. 189
Duration Analysis p. 203
- 名称
- 类型
- 大小
光盘服务联系方式: 020-38250260 客服QQ：4006604884
云图客服：
用户发送的提问，这种方式就需要有位在线客服来回答用户的问题，这种 就属于对话式的,问题是这种提问是否需要用户登录才能提问
Video Player
×
Audio Player
×
pdf Player
×
