Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 電子書下載2025

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出版者:The MIT Press

作者:Jeffrey M. Wooldridge

出品人:

頁數:740 Pages

译者:

出版時間:2001-10-01

價格:USD 78.00

裝幀:Hardcover

isbn號碼:9780262232197

叢書系列:

圖書標籤:

Econometrics
計量經濟學
經濟學
計量
英文原版
PanelData
經濟
數學
計量經濟學
麵闆數據
截麵數據
迴歸分析
統計學
經濟學
數據分析
模型
時間序列
因果推斷

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具體描述

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。）

評分☆☆☆☆☆

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...