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.
發表於2024-04-28
Econometric Analysis of Cross Section and Panel Data 2024 pdf epub mobi 電子書 下載
在看過的計量教科書中,此書最容易上手框架最易被接受。 容易上手在於i.i.d的假設下,極限定理都比較簡單,整本書基本沒有時間序列的內容,自然降低瞭內容的復雜性。 最易被接受在於Wooldridge的行文方式,看到Part III纔知道前兩部分是被承的上,後兩部分是被啓的下。作為入門...
評分在看過的計量教科書中,此書最容易上手框架最易被接受。 容易上手在於i.i.d的假設下,極限定理都比較簡單,整本書基本沒有時間序列的內容,自然降低瞭內容的復雜性。 最易被接受在於Wooldridge的行文方式,看到Part III纔知道前兩部分是被承的上,後兩部分是被啓的下。作為入門...
評分學習的時候讀過一遍,做論文的時候又先後翻瞭兩次,差不多把這本書上的所有方法都用stata做瞭一遍,實在是本微觀計量的聖經。但是內容還是有所欠缺,非參數半參數分位數迴歸一點沒提,simulated based econometrics也沒講,聽說wooldridge新版正在準備中,加入瞭這些內容,目前...
評分圖書館偶然翻瞭翻這本書,翻得惡心之至。 Wooldridge那麼好的文筆,翻譯得不夠簡潔易懂就算瞭,關鍵是錯誤百齣,這種譯者有沒有拷問下自己的良心,誤導讀者走彎路是多大的罪過。 最可笑的是此人還翻譯瞭Sargent那本高宏,oh my god,他是想說他一人精通經濟兩個大方嚮的前沿? ...
評分這條大概評瞭計量裏用到的4本兒書。從8211到8212到8221-8228 2個PhD level的sequence課,這本書都是老師推薦又有推薦的書。作為同樣推薦的Greene, Hayashi, 和Hamilton的time series,加起來給瞭完善的grad-level計量架構。Greene到GMM之前的GLS講解作為第一個sequence課程的教...
圖書標籤: Econometrics 計量經濟學 經濟學 計量 英文原版 PanelData 經濟 數學
microeconometrics
評分Encyclopedia.
評分Encyclopedia.
評分microeconometrics
評分introduction 告訴你其然,本書告訴你所以然。
Econometric Analysis of Cross Section and Panel Data 2024 pdf epub mobi 電子書 下載