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
计量经济学
面板数据
截面数据
回归分析
统计学
经济学
数据分析
模型
时间序列
因果推断

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具体描述

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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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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最近读了这一版，整体变动不算大，加了些东西诸如Quantile regression，QMLE，Time-varying individual effects model等内容，可是都浅入浅出，不够过瘾。这本书距上版已经n多年了，感觉更新不如之前想象的大。所以总的感觉来书，惊奇远不及第一版来得大，第一版像win95，这一...