[分享][下载]鸿篇巨制Microeconometrics - Methods and ApplicationsCambridge University Pre [推广有奖]

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电子版，共1058页，计量顶级之作。

吾倾吾之所有以购之。（原价上百，吾痛之，降之至十）

现公之于众，以供享之。

Microeconometrics
Thisbookprovidesacomprehensivetreatmentofmicroeconometrics,theanalysisof
individual-leveldataontheeconomicbehaviorofindividualsor?rmsusingregres-
sionmethodsappliedtocross-sectionandpaneldata.Thebookisorientedtotheprac-
titioner.Agoodunderstandingofthelinearregressionmodelwithmatrixalgebrais
assumed.ThetextcanbeusedforPh.D.coursesinmicroeconometrics,inapplied
econometrics,orindata-orientedmicroeconomicssub-disciplines;andasareference
workforgraduatestudentsandappliedresearcherswhowishto?llingapsintheir
toolkit.Distinguishingfeaturesincludeemphasisonnonlinearmodelsandrobust
inference,aswellaschapter-lengthtreatmentsofGMMestimation,nonparametric
regression,simulation-basedestimation,bootstrapmethods,Bayesianmethods,strati-
?edandclusteredsamples,treatmentevaluation,measurementerror,andmissingdata.
Thebookmakesfrequentuseofempiricalillustrations,manybasedonsevenlargeand
richdatasets.
A.ColinCameronisProfessorofEconomicsattheUniversityofCalifornia,Davis.He
currentlyservesasDirectorofthatuniversityˉsCenteronQuantitativeSocialScienc
Research.HehasalsotaughtatTheOhioStateUniversityandhasheldshort-term
visitingpositionsatIndianaUniversityatBloomingtonandatanumberofAustralian
andEuropeanuniversities.Hisresearchinmicroeconometricshasappearedinleading
econometricsandeconomicsjournals.HeiscoauthorwithPravinTrivediof Regres-
sionAnalysisofCountData.

Contents

ListofFigures
page xv
ListofTables
xvii
Preface xxi
IPreliminaries
1Overview 3
1.1 Introduction
3
1.2 DistinctiveAspectsofMicroeconometrics 5
1.3 BookOutline
10
1.4 HowtoUseThisBook 14
1.5 Software 15
1.6 NotationandConventions 16
2CausalandNoncausalModels 18
2.1 Introduction 18
2.2 StructuralModels 20
2.3 Exogeneity 22
2.4 LinearSimultaneousEquationsModel 23
2.5 Identi?cationConcepts
29
2.6 Single-EquationModels 31
2.7 PotentialOutcomeModel 31
2.8 CausalModelingandEstimationStrategies 35
2.9 BibliographicNotes 38

.....................................

12Simulation-BasedMethods 384
12.1 Introduction 384
12.2 Examples 385
12.3 BasicsofComputingIntegrals
387
12.4 MaximumSimulatedLikelihoodEstimation
393
12.5 Moment-BasedSimulationEstimation 398
12.6 IndirectInference 404
12.7 Simulators 406
12.8 MethodsofDrawingRandomVariates
410
12.9 BibliographicNotes 416
13BayesianMethods 419
13.1 Introduction
419
13.2 BayesianApproach 420
13.3 BayesianAnalysisofLinearRegression
435
13.4 MonteCarloIntegration 443
13.5 MarkovChainMonteCarloSimulation 445
13.6 MCMCExample:GibbsSamplerforSUR 452
13.7 DataAugmentation 454
13.8 BayesianModelSelection
456
13.9 PracticalConsiderations 458
13.10 BibliographicNotes
458

.........................

19ModelsofMultipleHazards 640
19.1 Introduction 640
19.2 CompetingRisks
642
19.3 JointDurationDistributions 648
19.4 MultipleSpells 655
19.5 CompetingRisksExample:UnemploymentDuration 658
19.6 PracticalConsiderations 662
19.7 BibliographicNotes
663
20ModelsofCountData 665
20.1 Introduction
665
20.2 BasicCountDataRegression 666
20.3 CountExample:ContactswithMedicalDoctor
671
20.4 ParametricCountRegressionModels 674
20.5 PartiallyParametricModels 682
20.6 MultivariateCountsandEndogenousRegressors
685
20.7 CountExample:FurtherAnalysis 690
20.8 PracticalConsiderations
690
20.9 BibliographicNotes 691

....................

27MissingDataandImputation 923
27.1 Introduction
923
27.2 MissingDataAssumptions 925
27.3 HandlingMissingDatawithoutModels 928
27.4 Observed-DataLikelihood 929
27.5 Regression-BasedImputation
930
27.6 DataAugmentationandMCMC 932
27.7 MultipleImputation
934
27.8 MissingDataMCMCImputationExample 935
27.9 PracticalConsiderations
939
27.10 BibliographicNotes 940

AAsymptoticTheory 943
A.1 Introduction 943
A.2 ConvergenceinProbability
944
A.3 LawsofLargeNumbers 947
A.4 ConvergenceinDistribution
948
A.5 CentralLimitTheorems 949
A.6 MultivariateNormalLimitDistributions 951
A.7 StochasticOrderofMagnitude 954
A.8 OtherResults 955
A.9 BibliographicNotes 956
BMakingPseudo-RandomDraws 957
References 961
Index 999