Econometric Analysis of Cross Section and Panel Data 2nd Edition by Jeffrey Wooldridge ISBN 0262232588 9780262232586

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Product details:

ISBN 10: 0262232588

ISBN 13: 978-0262232586

Author: Jeffrey M. Wooldridge

Econometric Analysis of Cross Section and Panel Data 2nd Edition : 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.

 

Econometric Analysis of Cross Section and Panel Data 2nd Edition Table of contents:

I INTRODUCTION AND BACKGROUND

• Chapter 1: Introduction
• Chapter 2: Conditional Expectations and Related Concepts in Econometrics
• Chapter 3: Basic Asymptotic Theory

II LINEAR MODELS

• Chapter 4: The Single-Equation Linear Model and OLS Estimation
• Chapter 5: Instrumental Variables Estimation of Single-Equation Linear Models
• Chapter 6: Additional Single-Equation Topics
• Chapter 7: Estimating Systems of Equations by OLS and GLS
• Chapter 8: System Estimation by Instrumental Variables
• Chapter 9: Simultaneous Equations Models
• Chapter 10: Basic Linear Unobserved Effects Panel Data Models
• Chapter 11: More Topics in Linear Unobserved Effects Models

III GENERAL APPROACHES TO NONLINEAR ESTIMATION

• Chapter 12: M-Estimation

 

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