MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03736 a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200307150814.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
200307b ||||| |||| 00| 0 eng d |
| 020 00 - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9789384106256 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IIMV |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.015195 WOO |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Wooldridge Jeffrey M. |
| Dates associated with a name |
1960 |
| Relator term |
Author |
| 9 (RLIN) |
1495 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Econometric Analysis of Cross Section and Panel Data/ |
| Statement of responsibility, etc. |
by Jeffrey M. Wooldridge |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
Second Edition |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Name of publisher, distributor, etc. |
MIT Press |
| Date of publication, distribution, etc. |
2015 |
| Place of publication, distribution, etc. |
Kolkata |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxix, 1064p. |
| Other physical details |
Illustrations: |
| Dimensions |
24cm. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Introduction --<br/>Conditional expectations and related concepts in econometrics --<br/>Basic asymptotic theory --<br/>Single-equation linear model and ordinary least squares estimation --<br/>Instrumental variables estimation of single-equation linear models --<br/>Additional single-equation topics --<br/>Estimating systems of equations by ordinary least squares and generalized least squares --<br/>System estimation by instrumental variables --<br/>Simultaneous equations models --<br/>Basic linear unobserved effects panel data models --<br/>More topics in linear unobserved effects models --<br/>M-estimation, nonlinear regression, and quantile regression --<br/>Maximum likelihood methods --<br/>Generalized method of moments and minimum distance estimation --<br/>Binary response models --<br/>Multinomial and ordered response models --<br/>Corner solution responses --<br/>Count, fractional, and other nonnegative responses --<br/>Censored data, sample selection, and attrition --<br/>Stratified sampling and cluster sampling --<br/>Estimating average treatment effects --<br/>Duration analysis. |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
<br/>"The 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."--Back cover. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics -- Asymptotic theory. |
| 9 (RLIN) |
1496 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Modèles économétriques. |
| 9 (RLIN) |
1497 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |
