000 | 02905cam a2200277 a 4500 | ||
---|---|---|---|
001 | .b48360211 | ||
003 | OSt | ||
005 | 20170717182746.0 | ||
008 | 100520s2010 xxua b 001 0 eng | ||
020 | _a9780262232586 | ||
040 |
_aEs-BaCBU _bcat _cEs-BaCBU _dOSt |
||
041 | _aeng | ||
080 | _a330.01/5195 | ||
100 | 1 |
_aWooldridge, Jeffrey M., _d1960- _95138 |
|
245 | 1 | 0 |
_aEconometric analysis of cross section and panel data / _cJeffrey M. Wooldridge |
250 | _a2nd ed. | ||
260 |
_aCambridge, Mass. : _bMIT Press, _c2010 |
||
300 |
_axxvii, 1064 p. : _bil. ; _c24 cm |
||
504 | _aReferències bibliogràfiques i índex. | ||
520 | _aThe second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights. | ||
650 | 7 |
_aEconometria _xTeoria asimptòtica _2lemac _914523 |
|
655 | 7 |
_2popin _91615 _aECONOMETRÍA _fECONOMETRICS _iECONOMETRIA |
|
901 | _aRevisat | ||
907 |
_a.b48360211 _b18-01-17 _c18-04-11 _d18-04-11 _em _fa _g- _heng _ixxu _j0 _k1 |
||
942 |
_2udc _cMO |
||
999 |
_c8096 _d8096 |