Microeconometrics : methods and applications /
A. Colin Cameron, Pravin K. Trivedi.
- Cambridge ; New York : Cambridge University Press, 2005.
- xxii, 1034 p. : ill. ; 27 cm.
Includes bibliographical references (p. 961-997) and indexes.
CONTENTS: Overview -- Casual and Noncasual methods -- Microeconomic data structures -- Linear models -- Maximum likelihood and non-linear least-squares estimation -- Generalized method of moments and systems estimation -- Hypothesis tests -- Specification tests and model selection -- Semiparametric methods -- Numerical optimization -- Bookstrap 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 -- 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 draws.
The authors provide a comprehensive text on microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data.