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Microeconometrics

Librairie Eyrolles - Paris 5e
Indisponible

Microeconometrics

Microeconometrics

Methods and Applications

1048 pages, parution le 18/07/2005

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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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

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