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This book is delayed from its originally announced spring 2007 release. Backorders are being accepted and will be fulfilled upon publication. Check this Web page for updates to the month of publication. Publication in European markets will be approximately one month later than the indicated American publication date. 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 give... MORE
Econometric Analysis of Cross Section and Panel Datawas 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.
|Introduction and Background|
|Conditional Expectations and Related Concepts in Econometrics||p. 13|
|Basic Asymptotic Theory||p. 35|
|The Single-Equation Linear Model and OLS Estimation||p. 49|
|Instrumental Variables Estimation of Single-Equation Linear Models||p... MORE|
|Additional Single-Equation Topics||p. 115|
|Estimating Systems of Equations by OLS and GLS||p. 143|
|System Estimation by Instrumental Variables||p. 183|
|Simultaneous Equations Models||p. 209|
|Basic Linear Unobserved Effects Panel Data Models||p. 247|
|More Topics in Linear Unobserved Effects Models||p. 299|
|General Approaches to Nonlinear Estimation|
|Maximum Likelihood Methods||p. 385|
|Generalized Method of Moments and Minimum Distance Estimation||p. 421|
|Nonlinear Models and Related Topics|
|Discrete Response Models||p. 453|
|Corner Solution Outcomes and Censored Regression Models||p. 517|
|Sample Selection, Attrition, and Stratified Sampling||p. 551|
|Estimating Average Treatment Effects||p. 603|
|Count Data and Related Models||p. 645|
|Duration Analysis||p. 685|
|Table of Contents provided by Publisher. All Rights Reserved.|