出版社: The Mit Press
副标题: 2nd Edition
出版年: 2010-11-30
页数: 1096
定价: USD 90.00
装帧: Hardcover
ISBN: 9780262232586
内容简介 · · · · · ·
The second edition of this acclaimed graduate text provides a unified treatment of the analysis of two kinds of data structures used in contemporary econometric research: cross section data and panel data. The book covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particularly m...
The second edition of this acclaimed graduate text provides a unified treatment of the analysis of two kinds of data structures used in contemporary econometric research: cross section data and panel data. The book covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particularly methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models, multinomial and ordered choice models, Tobit models and two-part extensions, models for count data, various censored and missing data schemes, causal (or treatment) effect estimation, and duration analysis. Control function and correlated random effects approaches are expanded to allow estimation of complicated models in the presence of endogeneity and heterogeneity.
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 sampling problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage of inverse probability weighting; a more complete framework for estimating treatment effects with assumptions concerning the intervention and different data structures, including 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.
作者简介 · · · · · ·
Jeffrey M. Wooldridge is University Distinguished Professor of Economics at Michigan State University and a Fellow of the Econometric Society.
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Econometric Analysis of Cross Section and Panel Data的书评 · · · · · · ( 全部 8 条 )
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一本翻译得及其恶心的书
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论坛 · · · · · ·
请问谁有电子资源啊,书太贵了,求分享 | 来自要喝果汁 | 2 回应 | 2015-09-04 15:43:14 |
这本书的其他版本 · · · · · · ( 全部4 )
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中国人民大学出版社 (2007)6.4分 38人读过
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中国人民大学出版社 (2016)7.6分 19人读过
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The MIT Press (2001)9.5分 402人读过
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订阅关于Econometric Analysis of Cross Section and Panel Data的评论:
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0 有用 小丑鱼 2017-11-26 22:25:49
世上无难事,只怕有心人
1 有用 破破 2017-04-20 02:52:59
kill me first
0 有用 Maxii 2018-09-27 04:56:25
博士计量课本
0 有用 冲鸭 2014-08-09 15:20:04
好书。认真推导一遍帮助很大
0 有用 John-risktaker 2022-04-25 09:40:08
遇到这里看不懂的,参考Hansen econometrics notes
0 有用 Madao 2023-08-09 15:54:11 山东
终于读完了 虽然推导我还做不到
0 有用 John-risktaker 2022-04-25 09:40:08
遇到这里看不懂的,参考Hansen econometrics notes
0 有用 知食🍰分子 2022-01-13 10:05:46
博一计量
0 有用 炼金法师学徒 2021-07-07 23:41:35
panel data 的经典
0 有用 聿水岸边 2020-02-19 12:04:40
我真的快过完这本书了......