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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图书馆偶然翻了翻这本书，翻得恶心之至。 Wooldridge那么好的文笔，翻译得不够简洁易懂就算了，关键是错误百出，这种译者有没有拷问下自己的良心，误导读者走弯路是多大的罪过。最可笑的是此人还翻译了Sargent那本高宏，oh my god，他是想说他一人精通经济两个大方向的前沿？ ...

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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。）

评分☆☆☆☆☆

如果想真正掌握现代计量经济学，这本书必须仔细阅读，而且不止一遍。不妨做好详细的笔记，完成课后的部分习题（有答案书）。我的很多同学都说，读了这本书，才真正理解计量的一些思维方式。相比而言，Greene没有什么思想，大杂烩而已；Johnston略浅；Hayashi有辉煌的前4章，...

评分☆☆☆☆☆

逐字逐句，用力读了上半册（前11章），两遍，做了课后每道题。打算再读个五六遍吧。修读过几年的计量课程，翻过多种计量经济学书籍，迄今为止，没见到比这本更好的进阶版教材。爱不释手。好在哪里？理论和实践并重，简洁、清晰，层次分明。做实证研究遇到技术问题？拿过来当...

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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...