SUPPLEMENT TO MICROECONOMETRICS:
METHODS AND APPLICATIONS
Cambridge University Press, New York, May 2005
- Programs, Data and Output for entire book
- Summary of all Data Sets
- Exercises: Solutions and Additional Exercises
- Corrections and Additions
- Figures
- This book provides a comprehensive treatment of microeconometrics.
- A good understanding of the linear regression model with matrix algebra is assumed.
- The text can be used for Ph. D. courses in microeconometrics, in applied econometrics, or in data-oriented microecomics sub-disciplines.
- The text can be used as a reference work for graduate students and applied researchers who wish to fill in gaps in their tool kit.
- Distinguishing features include emphasis on nonlinear models and robust inference, as well as chapter-length treatments of GMM estimation, nonparametric regression, simulation-based estimation, bootstrap methods, Bayesian methods, stratified and clustered samples, treatment evaluation, measurement error, and missing data.
- The book makes frequent use of empirical illustrations, many based on seven large and rich data sets.
- Preface
- Table of Contents
- Subject Index
- Guide for Instructors
- Advance Reviews
- Link to CUP USA or Link to CUP UK
- New Shanghai University of Finance and Economics Press have a Chinese language translation (2010)
A. Colin Cameron / University of California - Davis / http://www.econ.ucdavis.edu/faculty/cameron
Pravin K. Trivedi / Indiana University - Bloomington / http://php.indiana.edu/~trivedi