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Microeconometrics : methods and applications / A. Colin Cameron, Pravin K. Trivedi.

By: Contributor(s): Material type: TextPublication details: Cambridge ; New York : Cambridge University Press, 2005.Description: xxii, 1034 p. : ill. ; 27 cmISBN:
  • 0521848059 (hardcover)
  • 9780521848053 (hardcover)
Subject(s):
Contents:
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.
Summary: 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.
Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Main RTC Library Main opac Main TEST 338.5 CAM Available 30011131
Total holds: 0

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.

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