Wooldridge, Cross Section and Panel Data, 2e
Posted: Thu Jun 28, 2012 12:00 amThe 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.
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
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| 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 |