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Econometric Analysis of Cross Section and Panel Data (The MIT Press), Wooldrige

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Management number 41256455 Release Date 2026/01/20 List Price $48.45 Model Number 41256455
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Jeffrey M. Wooldridge
Econometric Analysis of Cross Section and Panel Data, second edition (Mit Press)

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

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