Wooldridge, Econometrics of Cross Section and Panel Data, 2e

[TomDoan]

This is the second edition of Wooldridge's highly acclaimed Econometrics of Cross Section and Panel Data, MIT Press, 2010. This is intended as a second semester graduate text. It examines the special problems that the econometrician must face in applying linear regression, instrumental variables/GMM and SUR estimators to cross section and panel data. It then covers a wide range of non-linear models: probit, logit, censoring and sample selection, count data and duration models. This includes almost all techniques covered in the panel data chapter of the RATS User's Guide, plus many more.

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