skip to content
Econometric analysis of cross section and panel data Preview this item
ClosePreview this item
Checking...

Econometric analysis of cross section and panel data

Author: Jeffrey M Wooldridge
Publisher: Cambridge, Mass. : MIT Press, ©2010.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
"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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jeffrey M Wooldridge
ISBN: 9780262232586 0262232588
OCLC Number: 627701062
Description: xxvii, 1064 pages : illustrations ; 24 cm
Contents: Introduction --
Conditional expectations and related concepts in econometrics --
Basic asymptotic theory --
Single-equation linear model and ordinary least squares estimation --
Instrumental variables estimation of single-equation linear models --
Additional single-equation topics --
Estimating systems of equations by ordinary least squares and generalized least squares --
System estimation by instrumental variables --
Simultaneous equations models --
Basic linear unobserved effects panel data models --
More topics in linear unobserved effects models --
M-estimation, nonlinear regression, and quantile regression --
Maximum likelihood methods --
Generalized method of moments and minimum distance estimation --
Binary response models --
Multinomial and ordered response models --
Corner solution responses --
Count, fractional, and other nonnegative responses --
Censored data, sample selection, and attrition --
Stratified sampling and cluster sampling --
Estimating average treatment effects --
Duration analysis.
Responsibility: Jeffrey M. Wooldridge.
More information:

Abstract:

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated.  Read more...

Reviews

Editorial reviews

Publisher Synopsis

"I highly recommend this book for graduate classes in econometrics. We have used it at MIT and the students find it extremely helpful. Wooldridge covers topics in a highly readable and insightful Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/627701062> # Econometric analysis of cross section and panel data
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "627701062" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/mau> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/10957320#Place/cambridge_mass> ; # Cambridge, Mass.
    schema:about <http://id.loc.gov/authorities/subjects/sh85040764> ; # Econometrics--Asymptotic theory
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/asymptotische_statistik> ; # Asymptotische Statistik
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/econometrische_analyse> ; # Econometrische analyse
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/okonometrie> ; # Ökonometrie
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/asymptotische_analyse> ; # Asymptotische analyse
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/modeles_econometriques> ; # Modèles économétriques
    schema:about <http://dewey.info/class/330.015195/e22/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/econometric_models> ; # Econometric models
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/methode> ; # Methode
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/wirtschaftsmathematik> ; # Wirtschaftsmathematik
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/ekonometri> ; # Ekonometri
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/econometrie> ; # Econométrie
    schema:about <http://experiment.worldcat.org/entity/work/data/10957320#Topic/panelanalyse> ; # Panelanalyse
    schema:about <http://id.worldcat.org/fast/901575> ; # Econometrics--Asymptotic theory
    schema:bookEdition "2nd ed." ;
    schema:bookFormat bgn:PrintBook ;
    schema:copyrightYear "2010" ;
    schema:creator <http://viaf.org/viaf/85270524> ; # Jeffrey M. Wooldridge
    schema:datePublished "2010" ;
    schema:description "Introduction -- Conditional expectations and related concepts in econometrics -- Basic asymptotic theory -- Single-equation linear model and ordinary least squares estimation -- Instrumental variables estimation of single-equation linear models -- Additional single-equation topics -- Estimating systems of equations by ordinary least squares and generalized least squares -- System estimation by instrumental variables -- Simultaneous equations models -- Basic linear unobserved effects panel data models -- More topics in linear unobserved effects models -- M-estimation, nonlinear regression, and quantile regression -- Maximum likelihood methods -- Generalized method of moments and minimum distance estimation -- Binary response models -- Multinomial and ordered response models -- Corner solution responses -- Count, fractional, and other nonnegative responses -- Censored data, sample selection, and attrition -- Stratified sampling and cluster sampling -- Estimating average treatment effects -- Duration analysis."@en ;
    schema:description ""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."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/10957320> ;
    schema:inLanguage "en" ;
    schema:name "Econometric analysis of cross section and panel data"@en ;
    schema:productID "627701062" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/627701062#PublicationEvent/cambridge_mass_mit_press_2010> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/10957320#Agent/mit_press> ; # MIT Press
    schema:url <https://opac.eui.eu/client/en_GB/default/search/detailnonmodal/ent:$002f$002fSD_ILS$002f0$002fSD_ILS:392075/one> ;
    schema:workExample <http://worldcat.org/isbn/9780262232586> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA708053> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/627701062> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/10957320#Place/cambridge_mass> # Cambridge, Mass.
    a schema:Place ;
    schema:name "Cambridge, Mass." ;
    .

<http://experiment.worldcat.org/entity/work/data/10957320#Topic/asymptotische_analyse> # Asymptotische analyse
    a schema:Intangible ;
    schema:name "Asymptotische analyse"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/10957320#Topic/asymptotische_statistik> # Asymptotische Statistik
    a schema:Intangible ;
    schema:name "Asymptotische Statistik"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/10957320#Topic/econometric_models> # Econometric models
    a schema:Intangible ;
    schema:name "Econometric models"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/10957320#Topic/econometrische_analyse> # Econometrische analyse
    a schema:Intangible ;
    schema:name "Econometrische analyse"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/10957320#Topic/modeles_econometriques> # Modèles économétriques
    a schema:Intangible ;
    schema:name "Modèles économétriques"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/10957320#Topic/wirtschaftsmathematik> # Wirtschaftsmathematik
    a schema:Intangible ;
    schema:name "Wirtschaftsmathematik"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh85040764> # Econometrics--Asymptotic theory
    a schema:Intangible ;
    schema:name "Econometrics--Asymptotic theory"@en ;
    .

<http://id.worldcat.org/fast/901575> # Econometrics--Asymptotic theory
    a schema:Intangible ;
    schema:name "Econometrics--Asymptotic theory"@en ;
    .

<http://viaf.org/viaf/85270524> # Jeffrey M. Wooldridge
    a schema:Person ;
    schema:birthDate "1960" ;
    schema:familyName "Wooldridge" ;
    schema:givenName "Jeffrey M." ;
    schema:name "Jeffrey M. Wooldridge" ;
    .

<http://worldcat.org/isbn/9780262232586>
    a schema:ProductModel ;
    schema:isbn "0262232588" ;
    schema:isbn "9780262232586" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.