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Introductory Econometrics: A Modern Approach, Sixth Edition

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Jeffrey M. Wooldridge
Publisher: Cengage Learning
Copyright: 2016
ISBN-13: 978-1-305-27010-7
Pages: 789; hardcover
Price: $229.50
Jeffrey M. Wooldridge
Publisher: Cengage Learning
Copyright: 2016
Pages: 789; eBook
Price: $0.00

Comment from the Stata technical group

The sixth edition of Jeffrey Wooldridge's textbook, Introductory Econometrics: A Modern Approach, lives up to its subtitle in its choice of topics and its treatment of standard material.

Wooldridge recognizes that modern econometrics involves much more than ordinary least squares (OLS) with a few extensions to handle the special cases commonly encountered in econometric data. In addition to chapters on OLS, he includes chapters on current techniques of estimation and inference for time-series data, panel data, limited dependent variables, and sample selection.

In his treatments of OLS and two-stage least squares, Wooldridge breaks new ground by concentrating on advanced statistical concepts instead of matrix algebra. A traditional approach to introductory econometrics would use advanced sections to explain matrix algebra and its applications in econometrics. In contrast, Wooldridge uses the advanced sections of his text to introduce recently developed statistical concepts and techniques. This approach leads to a text with greater breadth than is usual in books of this type. This book is equally useful for advanced undergraduate study, as the basis of a survey course at the graduate level, or as a conceptual supplement to advanced courses.

The sixth edition provides an excellent introduction to average partial effects (APEs), which are now the effect measure estimated in much empirical work. This new edition also contains an introduction to the modern approach to missing data, a better discussion of R-square comparison with missing data, and a slew of new exercises. The result is that an excellent introductory book has been made even better.

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