 | 会員なら、この商品は10%Amazonポイント還元 （ポイントが表示されている場合は、表示ポイント＋10％還元）。 |
よく一緒に購入されている商品
商品の説明
内容紹介
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis.Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. 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 problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with 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.
レビュー
"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
"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
"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
登録情報
|
この商品を見た後に買っているのは？
カスタマーレビュー
最も参考になったカスタマーレビュー
10 人中、10人の方が、｢このレビューが参考になった｣と投票しています。
By meeting
形式:ハードカバー|Amazon.co.jpで購入済み
国内外の大学院のミクロ計量経済学の講義で使用されているテキスト。
Intoroductoryに続いて懇切丁寧でとてもわかり易い。
計量経済学は大学院レベルになると、漸近理論や線形代数の知識を多用することもあり一気に難しくなる。しかしWooldridgeは様々なモデルを直感的に非常にわかり易く解説している。
このテキストの秀逸な点として、実証への配慮がしっかりとされていることにある。ほとんどの計量経済学のテキストは理論解説に終止しており、モデルの有用性や使い方にはあまり触れられていない（日本語の計量経済学のテキストでは特に顕著であるように思う）。
Wooldridgeは各モデルの後に有名な論文による具体例が色々と詳しく載っているため、実証研究の勉強になり、モデル自体の理解も更に深まるはずである。
章末問題はWooldridgeのホームページにいけば、奇数番号のみ解答がある。結構良問が多く、理解を深めるためにも時間の許す限り解いた方がいいと思う。
色々つっこみ所はあるが、ミクロ計量、ミクロ実証をやる人は重宝する一冊。
最後に注意点をいくつか。
first editionに比べsecond editionの方が扱っているテーマが増え分量も約300ページ増えているため、ミクロ計量、ミクロ実証をする人は多少高くともsecond editionを購入した方が良い。
要求される最低限の数学レベルとしては、WooldridgeのIntoroductory の方のMathmatical Appendixくらい。 後は必要に応じて本書で学べば十分だと思う。
タイトルの通りだが、時系列分析についてはない。またnonparametric,semiparametricの話題もほとんどない（semiparaはcorner solutionモデルの所で軽く触れている程度）。
モデルは直感的理解に重きを置いていると思われ、数学的には多少frankなところがある。またベクトルのnotationなどは普通の計量経済学のテキストと異なり、始めは多少混乱するかもしれない。
Intoroductoryに続いて懇切丁寧でとてもわかり易い。
計量経済学は大学院レベルになると、漸近理論や線形代数の知識を多用することもあり一気に難しくなる。しかしWooldridgeは様々なモデルを直感的に非常にわかり易く解説している。
このテキストの秀逸な点として、実証への配慮がしっかりとされていることにある。ほとんどの計量経済学のテキストは理論解説に終止しており、モデルの有用性や使い方にはあまり触れられていない（日本語の計量経済学のテキストでは特に顕著であるように思う）。
Wooldridgeは各モデルの後に有名な論文による具体例が色々と詳しく載っているため、実証研究の勉強になり、モデル自体の理解も更に深まるはずである。
章末問題はWooldridgeのホームページにいけば、奇数番号のみ解答がある。結構良問が多く、理解を深めるためにも時間の許す限り解いた方がいいと思う。
色々つっこみ所はあるが、ミクロ計量、ミクロ実証をやる人は重宝する一冊。
最後に注意点をいくつか。
first editionに比べsecond editionの方が扱っているテーマが増え分量も約300ページ増えているため、ミクロ計量、ミクロ実証をする人は多少高くともsecond editionを購入した方が良い。
要求される最低限の数学レベルとしては、WooldridgeのIntoroductory の方のMathmatical Appendixくらい。 後は必要に応じて本書で学べば十分だと思う。
タイトルの通りだが、時系列分析についてはない。またnonparametric,semiparametricの話題もほとんどない（semiparaはcorner solutionモデルの所で軽く触れている程度）。
モデルは直感的理解に重きを置いていると思われ、数学的には多少frankなところがある。またベクトルのnotationなどは普通の計量経済学のテキストと異なり、始めは多少混乱するかもしれない。
Amazon.com で最も参考になったカスタマーレビュー (beta)
Amazon.com:
5つ星のうち 4.3
26件のカスタマーレビュー
88 人中、86人の方が、｢このレビューが参考になった｣と投票しています。
5つ星のうち 5.0
A Gold Mine of Microeconometric Methods
2002/4/6
By Lawrence C. Marsh
- (Amazon.com)
形式:ハードカバー
If you are interested in learning the latest microeconometric methods, this book will save you from long hours of sorting through the literature. Wooldridge has brought together in a well organized, clear and concise manner the state of the art techniques in microeconometrics. His book covers all of the core issues involving single equation and simultaneous equation models. The most important aspects of M-estimation, MLE, GMM and minimum distance estimation are carefully presented. Those interested in limited dependent and qualitative variables will find that this goes well beyond Maddala's classic book. In addition to new developments in logit, probit and tobit, Wooldridge explains sample selection, attrition and stratified sampling. He covers research by Heckman et al on estimating average treatment effects using instrumental variables. I found his material on negative binomial regression, binomial regression, exponential regression and fractional logit regression to be especially interesting. He concludes his book with a nice summary of research on duration analysis. Throughout the book Wooldridge shows how to handle panel data with the various techniques he covers. Anyone doing applied work with cross section or panel data runs the risk of being left behind if they fail to read this new classic of microeconometrics.
49 人中、48人の方が、｢このレビューが参考になった｣と投票しています。
5つ星のうち 5.0
The best introduction to Cross-Section econometrics
2004/12/19
By Sabad One
- (Amazon.com)
形式:ハードカバー
In my opinion, this is now the best introduction to cross-section econometrics. Wooldridge covers all the basics, he does it very well, with a lot of attention to empirical applications. Most of the empirical applications can be replicated using Stata datasets that you can download from his web page. One thing I love about this textbook is that robust versions of variance matrices are almost always provided, so one does not have to rely much on homoskedasticity. This is also one of the very very few textbooks to devote some space to important topics such as stratified sampling, clustering, weak instruments. The exposition is generally excellent, with intuition provided, and proofs rigorous enough for beginners, even if the most technical details are usually left out. Sometimes I find Wooldridge style a bit disorganized in the way he orders topics within a chapter, but overall I do think this is a great book, and the best introduction to the topic. I never liked Greene, which devotes too much space to irrelevant topics. Ruud is a good book too, but very technical, and probably one that you want to keep as a "backup". Hayashi is very nice too, but a bit unusual, with its strong emphasis on assumptions such as stationariy and ergodicity that are important in time-series (not covered AT ALL in Wooldridge). Amemiya is still a great reference, but it's too advanced for beginners. Overall, I highly recommend this book.
Here are the topics covered:
- Conditional Expectations and Related Concepts in Econometrics
- Basic Asymptotic Theory
- Linear Models
- The Single-Equation Linear Model and OLS Estimation
- Instrumental Variables Estimation of Single-Equation Linear Models
- Additional Single-Equation Topics
- Estimating Systems of Equations by OLS and GLS
- System Estimation by Instrumental Variables
- Simultaneous Equations Models
- Basic Linear Unobserved Effects Panel Data Models
- More Topics in Linear Unobserved Effects Models
- M-Estimation
- Maximum Likelihood Methods
- Generalized Method of Moments and Minimum Distance Estimation
- Discrete Response Models
- Corner Solution Outcomes and Censored Regression Models
- Sample Selection, Attrition, and Stratified Sampling
- Estimating Average Treatment Effects
- Count Data and Related Models
- Duration Analysis
Here are the topics covered:
- Conditional Expectations and Related Concepts in Econometrics
- Basic Asymptotic Theory
- Linear Models
- The Single-Equation Linear Model and OLS Estimation
- Instrumental Variables Estimation of Single-Equation Linear Models
- Additional Single-Equation Topics
- Estimating Systems of Equations by OLS and GLS
- System Estimation by Instrumental Variables
- Simultaneous Equations Models
- Basic Linear Unobserved Effects Panel Data Models
- More Topics in Linear Unobserved Effects Models
- M-Estimation
- Maximum Likelihood Methods
- Generalized Method of Moments and Minimum Distance Estimation
- Discrete Response Models
- Corner Solution Outcomes and Censored Regression Models
- Sample Selection, Attrition, and Stratified Sampling
- Estimating Average Treatment Effects
- Count Data and Related Models
- Duration Analysis
26 人中、24人の方が、｢このレビューが参考になった｣と投票しています。
5つ星のうち 5.0
Simply a great text..
2004/2/20
By カスタマー
- (Amazon.com)
形式:ハードカバー
If you are frustrated with the presentation in Greene and other econometric textbooks, then you may want to take a look at this book. It's the anti-Greene, full of clear, well-motivated presentations. What I love about this book is that the author clearly intended for it to be used by students -- even though you can find all the formal results that you would expect from an advanced econometrics text, there is so much intuition that can't be found anywhere else (at least in one book). If you plan on doing applied research, get this book!
›
Amazon.comのカスタマーレビューを見る(26)
5つ星のうち 4.3
これらのレビューは参考になりましたか？
ご意見はクチコミでお聞かせください。
リストマニア
|
|
関連商品を探す
フィードバック
- カタログ情報、または画像について報告
- 著者からのコメント
- 出版社からのコメント
|
