Textbook Example Files

Wooldridge's Econometric Analysis of Cross Section and Panel Data

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Examples From Wooldridge's Econometric Analysis of Cross Section and Panel Data

This page provides links to example programs for Econometric Analysis of Cross Sections and Panel Data, by Jeffrey Wooldridge (2002, MIT Press).

Use the menu below to view the examples from a different textbook:



The Zip file listed first in the table below includes all the sample programs, data files (when available), and, in some cases, files containing RATS procedures used by the examples. If you want to actually run any of the examples, you should download the Zip file.

If you prefer just to view the code for a particular example, just click on the example name (the files are referenced by page number). Again, if you actually want to run these, you should download the zip file listed first to get the required data and procedure files.

Note that all of the textbook example, data, and procedure files currently available on our website are also included on the CD with the current release of the RATS software.

File Name Description

wooldridge.zip Zip file with all programs, data files

wooldridgeData.zip Zip file with data files only

wooldridgepre600.zip Zip file with older versions of files (Ver 5 compatible, all file)

wooldridgepre700.zip Zip file with older program files (pre Version 7.0)

wool10-4.prg Fixed and random effects estimators

wool11-3.prg Panel data, first difference with instruments (Arellano-Bond)

wool11-6.prg Panel data, instrumental variables, time dummies

wool15-1.prg Logit, probit

wool15-4.prg Multinomial logit

wool15-5.prg Ordered probit

wool16-3.prg Tobit model

wool17-6.prg ?Heckit? model

wool18-2.prg Treatment effects

wool18-3.prg Treatment effects with endogeneity

wool19-1.prg Poisson regression for count data

wool20-5.prg Duration model with right censoring

wool4-1.prg Linear regression with specification tests

wool4-3.prg Linear regression

wool4-4.prg Linear regression with lagged dependent variable

wool4-5.prg Linear regression with hypothesis test

wool5-3.prg 2SLS with specification tests

wool5-5.prg 2SLS

wool6-1.prg Linear regression with exogeneity test

wool6-2.prg 2SLS with exogeneity test

wool6-3.prg 2SLS with robust exogeneity test

wool6-4.prg RESET test

wool6-5.prg Linear regression

wool7-3.prg SUR

wool7-7.prg Linear regression with panel data set

wool7-8.prg Linear regression with serial correlation test

wool9-5.prg 2SLS, 3SLS with specification tests

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