Wooldridge, Cross Section and Panel Data, 2e

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Wooldridge, Cross Section and Panel Data, 2e

Postby TomDoan » Thu Jun 28, 2012 12:00 am

The attached zip has the examples and data files from Jeffrey Wooldridge, Econometrics of Cross Section and Panel Data, 2nd edition. Some of the examples require updated copies of the ABLAGS procedure (http://www.estima.com/forum/viewtopic.php?f=7&t=1116) and some require numerical integration using the GAUSSHERMITE procedure (http://www.estima.com/forum/viewtopic.php?f=7&t=1059). Several others include features that are being added with RATS version 8.1.

This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_wooldridge.shtml.

wooldridge_panel_2.zip
Zip with programs/data
(2.74 MiB) Downloaded 151 times


Example Description RATS Level
wool4-1.rpf Linear regression with specification tests Intermediate
wool4-3.rpf Linear regression Basic
wool4-4.rpf Linear regression with panel data set Basic
wool4-5.rpf Linear regression with hypothesis test Basic
wool5-3.rpf 2SLS with specification tests Basic
wool5-5.rpf 2SLS Basic
wool6-1.rpf Linear regression with exogeneity test Basic
wool6-2.rpf 2SLS with exogeneity test Basic
wool6-3.rpf 2SLS with robust exogeneity test Intermediate
wool6-4.rpf RESET test Intermediate
wool6-5.rpf Linear regression Basic
wool7-3.rpf SUR Basic
wool7-7.rpf Linear regression with panel data set Intermediate
wool7-8.rpf Linear regression with serial correlation test Basic
wool9-5.rpf 2SLS, 3SLS with specification tests Basic
wool10-4.rpf Fixed effects, random effects Intermediate
wool11-1.rpf Fixed effects, random effects with instrumental variables Basic
wool11-2.rpf Panel first differenced regression with instrumental variables Intermediate
wool11-3.rpf Dynamic panel regression (Arellano-Bond) Intermediate
wool11-4.rpf Two-way fixed effects Basic
wool11-5.rpf Fixed effects instrumental variables Basic
wool12-1.rpf Robust regression Intermediate
wool15-1.rpf Logit, probit Basic
wool15-4.rpf Bivariate probit Intermediate
wool15-5.rpf Random effects probit, fixed effects (conditional) logit Advanced
wool15-6.rpf Random effects probit with lagged dependent variable Advanced
wool16-1.rpf Multinomial logit Basic
wool16-2.rpf Ordered probit Intermediate
wool17-2.rpf Tobit model Intermediate
wool17-4.rpf Tobit model Intermediate
wool18-1.rpf Poisson count model Basic
wool19-6.rpf Heckit model Intermediate
wool20-3.rpf Fixed effects, random effects with grouped data Basic
wool20-4.rpf Fixed effects with grouped data Basic
wool21-1.rpf Treatment effects Intermediate
wool21-3.rpf Treatment effects Intermediate
wool22-5.rpf Duration model Intermediate


Last bumped by TomDoan on Thu Jun 28, 2012 12:00 am.
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