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Econometric Analysis of Cross Section and Panel Data (The MIT Press)
PDF Download Econometric Analysis of Cross Section and Panel Data (The MIT Press)
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Review
"Wooldridge's new book should be extremely useful for graduate students in econometrics and also in applied fields. It gives a state-of-the-art discussion of econometric methods used to analyze data in a wide variety of situations." --Jerry Hausman, McDonald Professor of Economics, Massachusetts Institute of Technology"This book will be a great resource for researchers and graduate students interested in applied and theoretical microeconometrics. The topics covered in this book belong in the toolbox of modern applied and theoretical microeconometricians, and many of them have not previously been covered in easily accessible textbook format." --Bo Honore, Department of Economics, Princeton University"Jeffrey Wooldridge's excellent textbook well meets the need for an up-to-date text explaining state-of-the-art methods to potential practitioners among graduate students. The book covers familiar and less familiar ground with clarity and with attention to the issues of greatest relevance to practical applications. . . . Extremely valuable." -- Ian Preston, "The Times Higher Education Supplement""I highly recommend this book for graduate classes in econometrics. We have used it at MIT and the students find it extremely helpful. Wooldridge covers topics in a highly readable and insightful way."--Jerry Hausman, John and Jennie S. MacDonald Professor of Economics, MIT"This second edition provides a comprehensive, accessible, and updated treatment of cross section and panel data methods. The book is full of useful insights, applications, and worked problems. It will serve as an invaluable textbook and reference for graduate students and researchers alike."--Richard Blundell, Institute for Fiscal Studies, University College London"In this leading econometrics textbook, Wooldridge offers a very good explanation of the basics of the field - making it a great resource for econometrics students - and a contemporary treatment of many important topics, making it a wonderful reference for researchers as well. The new edition provides clear explanations of many recent developments."--Whitney Newey, Jane Berkowitz Carlton and Dennis William Carlton Professor of Microeconomics, MIT
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Review
I highly recommend this book for graduate classes in econometrics. We have used it at MIT and the students find it extremely helpful. Wooldridge covers topics in a highly readable and insightful way.―Jerry Hausman, John and Jennie S. MacDonald Professor of Economics, MITIn this leading econometrics textbook, Wooldridge offers a very good explanation of the basics of the field–making it a great resource for econometrics students―and a contemporary treatment of many important topics, making it a wonderful reference for researchers as well. The new edition provides clear explanations of many recent developments.―Whitney Newey, Jane Berkowitz Carlton and Dennis William Carlton Professor of Microeconomics, MITThis second edition provides a comprehensive, accessible, and updated treatment of cross section and panel data methods. The book is full of useful insights, applications, and worked problems. It will serve as an invaluable textbook and reference for graduate students and researchers alike.―Richard Blundell, Institute for Fiscal Studies, University College London
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Product details
Series: The MIT Press
Hardcover: 1096 pages
Publisher: The MIT Press; second edition edition (October 1, 2010)
Language: English
ISBN-10: 0262232588
ISBN-13: 978-0262232586
Product Dimensions:
8 x 1.7 x 9 inches
Shipping Weight: 4.3 pounds (View shipping rates and policies)
Average Customer Review:
4.0 out of 5 stars
46 customer reviews
Amazon Best Sellers Rank:
#276,909 in Books (See Top 100 in Books)
Wooldridge has long been my first go-to source for looking up the details of an econometrics method, and I immediately bought the second edition when I saw there was one. I can spend hours working my way through it, writing out the key equations on my marker board, and come away feeling much more confident that I know what I'm doing.I envy the reviewers who call the book intuitive or an introduction. I cannot imagine using this book as an introductory textbook even at the doctoral level. This book is invaluable for someone who already has a good understanding of econometrics and wants a lot of detail and guidance in one place. I wouldn't want to live without it. But I don't think I would have been ready for it until after the second class in my doctoral econometrics sequence, or possibly the third.Several reviewers have complained about the lack of graphs. I haven't missed them, because the equations and text are very clear.
This is a great book for those who need details and explanations on "why things work a certain way", not just a manual of what kind of analysis to run. I bought it as a reference after reading the material on panel regression. It may be a little dense but it offers such a wealth of information that it is a must for anyone who needs to use statistics to analyze economic and business data.
A difficult read in spots, but a classic reference for these topics.
As a student of Jeff's so I might be a little biased but I think he is a great instructor and econometrician. He attends seminars and interacts with various researchers tackling numerous problems lending his books and his work a very practical and useful perspective.Even if this book were as expensive as other PhD econometric books I would highly recommend it. However, as that it is 1/3 to 1/4 the price of other textbooks I think it is an exceptional deal.
Though I have tried very hard to do so, I find this book is too wordy and very difficult to get what the author is trying to tell. The one thing that we are all too short on is "time". The amount of time it takes to get a tidbit from this book is very long, because it is too wordy, and pretty much most times uses terminology out of the blue - terminology that has not been explained earlier. Also, this book tends to often not explain the "why" of several procedures, thereby leaving the reader to only second guess as to what might be the reason for doing that the author is recommending....As much as I respect Prof. Wooldridge's efforts, I actually find Cameron and Trivedi's book easier to follow, and quicker to glean inferences from.
How can I review something that will take me years to digest? So far I have used the book as a reference (e.g. to find out how/why to run a Wu-Hausman test) and Wooldridge's explanations are clear without leaving out important detail. As a PhD student, I'm looking forward to the next couple of years of getting oddly intimate with this book. (I knocked off one star because there are no images, graphs, and tables. Even Greene's Econometric Analysis has visual aids - not sure why Wooldridge couldn't come up with any)
The strengths and weakness of this text is well-covered in the other reviews. I want to point out at least one serious error in the 1st edition of the book: in Chapter 12, page 357 it is claimed that the empirical Hessian may fail to be positive semidefinite. This is simply impossible since positive semidefiniteness is a necessary condition of maximization of a smooth function at an interior point.This error has been corrected in the second edition (see page 414). Spend a few dollars more, buy Econometric Analysis of Cross Section and Panel Data, 2nd Edition. You also get lots of new material. (Don't know about new errors though).It is unfortunate that while Wooldridge has corrected this error in the 2nd edition, he does not mention this in the errata file on his website [as of 2011.02.28]. Led to lot of head scratching on my part.
we use this at schoolexplains things well and provides examples/applicationsdefinitely recommend it to graduate students in business school
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