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INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 4e illustrates how empirical researchers think about and apply econometric methods in real-world practice. The text's unique approach reflects the fact that undergraduate econometrics has moved beyond just a set of abstract tools to being genuinely useful for answering questions in business, policy evaluation, and forecasting environments. The systematic approach, which reduces clutter by introducing assumptions only as they are needed, makes absorbing the material easier and leads to better econometric practices. Its unique organization separates topics by the kinds of data being analyzed, leading to an appreciation for the important issues that arise in drawing conclusions from the different kinds of data economists use. Packed with relevant applications, INTRODUCTORY ECONOMETRICS offers a wealth of interesting data sets that can be used to reproduce the examples in the text or as the starting point for original research projects.
- Sales Rank: #87204 in Books
- Published on: 2008-04-15
- Ingredients: Example Ingredients
- Original language: English
- Number of items: 1
- Dimensions: 1.30" h x 7.60" w x 9.40" l, 3.35 pounds
- Binding: Hardcover
- 888 pages
Review
"The most important strength of this text is its close connection (in terms of both style/structure and content) to the way empirical research is actually conducted. In particular, the emphasis on whether or not an estimated relationship can be considered causal is central to econometric practice today, and this book, unlike many others, makes that clear. The book is very comprehensive, with a wide range of topics that other introductory econometrics books do not always include but that are very common in research (e.g. panel data)."
"I use Wooldridge because it provides a nice balance of equations, examples, and well-written intuitive descriptions of econometrics. The text provides clarity, discussion, and analytic rigor, with chapter problems that are both paper and computer-based. The review of chapters in the Instructor's Guide is useful, especially as a guide in deciding how to pare down the topics to a reasonable size for one semester."
"One of the biggest strengths of this Wooldridge text is the way in which it brings together the majority of mainstream econometric models in an easy to understand and coherent manner that is suitable to a wide audience from undergraduates, graduates, and a reference text for applied economists."
About the Author
Jeffrey M. Wooldridge is a University Distinguished Professor of Economics at Michigan State University, where he has taught since 1991. From 1986 to 1991, he served as Assistant Professor of Economics at the Massachusetts Institute of Technology (MIT). Dr. Wooldridge has published more than three dozen articles in internationally recognized journals, as well as several chapters in well-respected books. He is also the author of ECONOMETRIC ANALYSIS OF CROSS SECTION AND PANEL DATA. His work has earned numerous awards, including the Alfred P. Sloan Research Fellowship, the Plura Scripsit award from Econometric Theory, the Sir Richard Stone prize from the Journal of Applied Econometrics, and three graduate teacher-of-the-year awards from MIT. A fellow of the Econometric Society and of the Journal of Econometrics, Dr. Wooldridge has been editor of the Journal of Business and Economic Statistics and econometrics co-editor of Economics Letters. He has also served on the editorial boards of the Journal of Econometrics and the Review of Economics and Statistics. Dr. Wooldridge received his B.A. with majors in computer science and economics from the University of California, Berkeley, and received his Ph.D. in economics from the University of California, San Diego.
Most helpful customer reviews
79 of 80 people found the following review helpful.
not a natural
By not a natural
I teach a first course in regression analysis to graduate students from a variety of disciplines. With rare exceptions, they take this course under duress, and their background in basic statistics is usually weak. This means that I use a lot of relatively simple examples, gradually becoming more complex as we move through the material. Functional redundancy -- saying the same thing in a variety of ways -- is also indispensable. Furthermore, I spend very little time on derivations, and try to begin doing simple problems with SPSS software by the second or third meeting.
Given this approach to fairly complex material, it is difficult to find a suitable textbook. For several years I used Gujarati's basic econometrics text and found it useful. Gujarati, however, takes a very long time to get to multiple regression, first covering the assumptions which apply to all applications of OLS regression and offering only simple regression equations for illustrative purposes.
A primary virtue of Wooldridge's basic text is that he introduces substantively interesting problems -- those using more than one independent variable -- early on. The OLS assumptions and remedies for their violation are still given excellent coverage, but this is integrated effectively throughout the book.
Wooldridge's text is a bit more difficult than Gujarati's, but it's not densely mathematical, focusing instead on practical problems. With a little guidance students acquire a very thorough grounding in regression analysis with Wooldridge's basic text. It covers a sufficiently broad range of topics, moreover, that I have found it valuable for self-instructional purposes. (If only it weren't so expensive!)
Given the foregoing, I think it is worth noting that Wooldridge's more advanced text, Econometric Analysis of Cross-Section and Panel Data, is not written in the same spirit as his introductory text. Most readers who do not use econometrics every day will, I think, find it quite difficult, presupposing a good deal of mathematical preparation, including practiced facility in using matrix algebra.
30 of 32 people found the following review helpful.
Great for Self Study
By James Stekelberg
I bought this text so that I could understand/interpret results and methodology in empirical business research papers. Unlike most statistic-related books I've seen over the years, this text is actually clear and focuses on providing great explanations and examples rather than proofs and derivations. Thus, this book is a great choice for self study, and it's been a huge help thus far in my PhD program.
21 of 22 people found the following review helpful.
a great introduction into econometrics
By D. Haardt
Wooldridge has managed to write a great and intuitive introduction into econometrics. The book doesn't require any prerequisites despite basic high school math and statistics. Matrix algebra is only used in some of the appendices, which is a bit sad, as the introduction of it in the text, and the usage during the text, would have been a major advantage when reading more advanced books on econometrics. Despite that, the book is really fascinating. Written in a simple yet rather rigorous style, accessible and self-explanatory. The examples aren't always economic, which is a small lack, but in a way Wooldridge does what he is promising to do: He introduces the reader into the methods of modern econometrics, from a very solid and thorough coverage of OLS to more advanced methods such as panel data analysis, time series (basics, unit roots, co-integration) or ILS and 2SLS (simultaneous equation models). In my opinion, the book can be used for two one-semester courses. The availability of data sets for the computer exercises is useful for both students as well as instructors. Apart from its lack of matrix algebra, this book presents a consistent, solid, but easily understandable introduction into econometric methods so that even survey articles from e.g. the Handbook of International Economics using econometrics are rather easily readable. Kennedy's 'A Guide to Econometrics' makes a good companion, for further studies, Greene's econometric bible ('Econometric Analysis') is probably the most recommendable book.
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