Overview

A state of the art graduate textbook covering microeconometric models and methods extensively used in econometrics, quantitative social sciences, and applied statistics.

Key Features

• Specifically designed for graduate level courses in econometrics
• Assumes a basic understanding of the linear regression model with matrix algebra
• Emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data
• Frequent use of numerical examples based on generated data to illustrate the key models and methods
• Systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets

Companion website available

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