Product Description

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.

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.

Product Details

• Amazon Sales Rank: #6078 in Books
• Published on: 2001-10-01
• Original language: English
• Number of items: 1
• Binding: Hardcover
• 776 pages

Book Info
Graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. Focuses specifically on cross section and panel data methods. Several problems require the use of the data sets included with the book.

About the Author
Jeffrey M. Wooldridge is University Distinguished Professor of Economics at Michigan State University and a Fellow of the Econometric Society.

Customer Reviews

Everything you wanted to know about panel analysis...and forgot to ask
As a development economist with some experience with panel data, I found Wooldridge a great guide to the nitty-gritty of longitudinal analysis. Good theoretical and practical background. Examples used to illustrate each point. Organizational structure is simple and elegant. If you've been relying on the Stata Manual to help you with your xt- econometrics, check this out first; you'll be less likely to make a mistake.

A good intermediate text, and a must for any econometrician's shelf. I'm buying a second copy - one for work and one for home. You might consider the same.

Excellent Book
Its an excellent book for advanced econometrics and a must read at the graduate level. Thanks Mr. Woolbridge

Everything people say is true, but...

This book has no graphs - not one. As long there are no graphs or figures, this work will remain incomplete.