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.
|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|
|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|
|wool4-4.prg||Linear regression with lagged dependent variable|
|wool4-5.prg||Linear regression with hypothesis test|
|wool5-3.prg||2SLS with specification tests|
|wool6-1.prg||Linear regression with exogeneity test|
|wool6-2.prg||2SLS with exogeneity test|
|wool6-3.prg||2SLS with robust exogeneity test|
|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|