Microeconometrics

Methods and Applications

A. Colin Cameron, Pravin Trivedi

1048 pages, parution le 18/07/2005

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Résumé

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

Most comprehensive text on microeconometrics available anywhere
Authors are leading experts on the subject matter
Self-contained, rich with exercises, perennially important subject

L'auteur - A. Colin Cameron

A. Colin Cameron : University of California, Davis

L'auteur - Pravin Trivedi

Pravin Trivedi : Indiana University, Bloomington

Sommaire

Introduction
Causal and non-causal models
Microeconomic data structures
Linear models
ML and NLS estimation
GMM and systems estimation
Hypothesis tests
Specification tests and model selection
Semiparametric methods
Numerical optimization
Bootstrap methods
Simulation-based methods
Bayesian methods
Binary outcome models
Multinomial models
Tobit and selection models
Transition data: survival analysis
Mixture models and unobserved heterogeneity
Models of multiple hazards
Models of count data
Linear panel models: basics
Linear panel models: extensions
Nonlinear panel models
Stratified and clustered samples
Treatment evaluation
Measurement error models
Missing data and imputation
Asymptotic theory
Making pseudo-random draw

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	A. Colin Cameron, Pravin Trivedi
Parution	18/07/2005
Nb. de pages	1048
Format	18 x 26
Couverture	Relié
Poids	1780g
Intérieur	Noir et Blanc
EAN13	9780521848053