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Econometric Analysis of Cross Section and Panel Data, Second Edit
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- Publication Name
- MIT Press
- ISBN
- 9780262232586
- Book Title
- Econometric Analysis of Cross Section and Panel Data, Second Edition
- Item Length
- 9.3 in
- Publisher
- MIT Press
- Edition
- 2
- Publication Year
- 2010
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Item Height
- 1.6 in
- Genre
- Business & Economics
- Topic
- Economics / General, Econometrics
- Item Width
- 8.3 in
- Item Weight
- 69.5 Oz
- Number of Pages
- 1096 Pages
關於產品
Product Information
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. 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.
Product Identifiers
Publisher
MIT Press
ISBN-10
0262232588
ISBN-13
9780262232586
eBay Product ID (ePID)
57075000
Product Key Features
Book Title
Econometric Analysis of Cross Section and Panel Data, Second Edition
Edition
2
Format
Hardcover
Language
English
Topic
Economics / General, Econometrics
Publication Year
2010
Illustrator
Yes
Genre
Business & Economics
Number of Pages
1096 Pages
Dimensions
Item Length
9.3 in
Item Height
1.6 in
Item Width
8.3 in
Item Weight
69.5 Oz
Additional Product Features
Intended Audience
Trade
Lc Classification Number
Hb139
Reviews
"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 way." -Jerry Hausman, John and Jennie S. MacDonald Professor of Economics, MIT
Copyright Date
2010
Lccn
2010-020912
Dewey Decimal
330.015195
Dewey Edition
21
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