Econometric Analysis of Cross Section and Panel Data, 2nd Edition
Jeffrey M. Wooldridge

Table of Contents and Sample Chapters

The second edition of this acclaimed graduate text provides a unified treatment of the analysis of two kinds of data structures used in contemporary econometric research: cross section data and panel data. The book covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particularly methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models, multinomial and ordered choice models, Tobit models and two-part extensions, models for count data, various censored and missing data schemes, causal (or treatment) effect estimation, and duration analysis. Control function and correlated random effects approaches are expanded to allow estimation of complicated models in the presence of endogeneity and heterogeneity.

This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster sampling problems, an important topic for empirical researchers; expanded discussion of “generalized instrumental variables” (GIV) estimation; new coverage of inverse probability weighting; a more complete framework for estimating treatment effects with assumptions concerning the intervention and different data structures, including panel data, and a firmly established link between econometric approaches to nonlinear panel data and the “generalized estimating equation” literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain “obvious” procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

About the Author

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

Endorsements
"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


October 2010
8 x 9, 1096 pp.
$90.00/£49.95 (CLOTH)
Text

ISBN-10:
0-262-23258-8
ISBN-13:
978-0-262-23258-6

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Econometric Analysis of Cross Section and Panel Data, 2nd Edition

Author: Jeffrey M. Wooldridge Publisher: MIT Press Copyright: 2010 ISBN-10: 0-262-23258-8 ISBN-13: 978-0-262-23258-6 Pages: 1,096; hardcover Price: $84.00 See a large photo of the front cover See the back cover Table of contents

Comment from the Stata technical groupThe second edition of Econometric Analysis of Cross Section and Panel Data, by Jeffrey Wooldridge, is invaluable to students and practitioners alike and it should be on the shelf of all students and practitioners who are interested in microeconometrics.
This book is more focused than some other books on microeconometrics. It delves more deeply into the intuition and the theory underlying the covered techniques. The theoretical discussions can be understood by students, practitioners, and theoreticians. This book does not provide detailed coverage of simulation-based estimation techniques, resampling methods for estimating the distributions of estimators and test statistics, or nonparametric methods. The author’s focused approach leads to outstanding treatments of the covered topics.
Wooldridge’s book provides an impressive introduction to state-of-the-art methods for solving real-world problems in econometrics, including instructive examples and applied problems. In particular, the author approaches problems by applying the analogy principle and a general estimation method, by relying on the assumption that right-hand side variables are always random covariates, by paying close attention to the sampling design, and by treating interpretation as vital to the process.
This textbook provides outstanding coverage of sampling design, the use of survey weights for estimation and inference, the generalized method of moments (GMM) approach to panel data, and the related issues of sample selection, stratified sampling, and attrition in panel data.
The author’s list of additions to the second edition is four pages long. Among the important additions are a more complete discussion of the Mundlak–Chamberlain approach to linear and nonlinear panel-data estimators, more thorough discussions of the control function approach to models with endogenous variables, estimators for many more nonlinear models, and a thorough rewrite of the chapter on estimating average treatment effects to reflect the latest research.

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