Econometric Analysis of Cross Section and Panel Data

Econometric Analysis of Cross Section and Panel Data
内容简介:

This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.

The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters. Several problems require the use of the data sets located at the author's website.


Jeffrey M. Wooldridge is University Distinguished Professor of Economics at Michigan State University and a Fellow of the Econometric Society.

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读书评论: 更多
  • 小信.
    06-07
    Very good econometric book to use for research
  • Bayes_Dan
    01-27
    microeconometrics
  • ↙↙↙
    05-21
    个人观点,这一本的结构比Wooldridge那本著名的Introductory要混乱,不过详细程度还是不错的。Panel data这里Hsiao(2003)Analysis of Panel Data是本不错的教材(还是个人观点)。
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