Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 电子书下载 2025

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出版者:The MIT Press

作者:Jeffrey M. Wooldridge

出品人:

页数:740 Pages

译者:

出版时间:2001-10-01

价格:USD 78.00

装帧:Hardcover

isbn号码:9780262232197

丛书系列:

图书标签:

Econometrics
计量经济学
经济学
计量
英文原版
PanelData
经济
数学

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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.<br /> <br /> 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.

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在看过的计量教科书中，此书最容易上手框架最易被接受。容易上手在于i.i.d的假设下，极限定理都比较简单，整本书基本没有时间序列的内容，自然降低了内容的复杂性。最易被接受在于Wooldridge的行文方式，看到Part III才知道前两部分是被承的上，后两部分是被启的下。作为入门...

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这条大概评了计量里用到的4本儿书。从8211到8212到8221-8228 2个PhD level的sequence课，这本书都是老师推荐又有推荐的书。作为同样推荐的Greene, Hayashi, 和Hamilton的time series，加起来给了完善的grad-level计量架构。Greene到GMM之前的GLS讲解作为第一个sequence课程的教...

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对线性投影强调的不够多，很多时候，书中观测变量与误差项的相关性可以利用线性投影的概念给出，而且在理解上会更加直观（在proxy variable和IV上更加明显，老伍似乎在这方面在一开始就没有强调。）

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学习的时候读过一遍，做论文的时候又先后翻了两次，差不多把这本书上的所有方法都用stata做了一遍，实在是本微观计量的圣经。但是内容还是有所欠缺，非参数半参数分位数回归一点没提，simulated based econometrics也没讲，听说wooldridge新版正在准备中，加入了这些内容，目前...