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Microeconometrics

Microeconometrics
Methods and Applications

$99.00

textbook
  • Date Published: May 2005
  • availability: Temporarily unavailable - available from October 2014
  • format: Hardback
  • isbn: 9780521848053

$99.00
Hardback

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  • This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

    • Most comprehensive text on microeconometrics available anywhere
    • Authors are leading experts on the subject matter
    • Self-contained, rich with exercises - a perennially important subject
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    Reviews & endorsements

    "This book presents an elegant and accessible treatment of the broad range of rapidly expanding topics currently being studied by microeconometricians. Thoughtful, intuitive, and careful in laying out central concepts of sophisticated econometric methodologies, it is not only an excellent textbook for students, but also an invaluable reference text for practitioners and researchers." -Cheng Hsiao, University of Southern California

    "Cameron and Trivedi have written a remarkably thorough and up-to-date treatment of microeconometric methods. This is not a superficial cookbook; the early chapters carefully lay the theoretical foundations on which the authors build their discussion of methods for discrete and limited dependent variables and for analysis of longitudinal data. A distinctive feature of the book is its attention to cutting-edge topics like semiparametric regression, bootstrap methods, simulation-based estimation, and empirical likelihood estimation. A highly valuable book." -Gary Solon, University of Michigan

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    Product details

    • Date Published: May 2005
    • format: Hardback
    • isbn: 9780521848053
    • length: 1056 pages
    • dimensions: 263 x 185 x 44 mm
    • weight: 1.78kg
    • contains: 43 b/w illus. 101 tables
    • availability: Temporarily unavailable - available from October 2014
  • Table of Contents

    1. Introduction
    2. Causal and non-causal models
    3. Microeconomic data structures
    4. Linear models
    5. ML and NLS estimation
    6. GMM and systems estimation
    7. Hypothesis tests
    8. Specification tests and model selection
    9. Semiparametric methods
    10. Numerical optimization
    11. Bootstrap methods
    12. Simulation-based methods
    13. Bayesian methods
    14. Binary outcome models
    15. Multinomial models
    16. Tobit and selection models
    17. Transition data: survival analysis
    18. Mixture models and unobserved heterogeneity
    19. Models of multiple hazards
    20. Models of count data
    21. Linear panel models: basics
    22. Linear panel models: extensions
    23. Nonlinear panel models
    24. Stratified and clustered samples
    25. Treatment evaluation
    26. Measurement error models
    27. Missing data and imputation
    A. Asymptotic theory
    B. Making pseudo-random draw.

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    These resources are provided free of charge by Cambridge University Press with permission of the author of the corresponding work, but are subject to copyright. You are permitted to view, print and download these resources for your own personal use only, provided any copyright lines on the resources are not removed or altered in any way. Any other use, including but not limited to distribution of the resources in modified form, or via electronic or other media, is strictly prohibited unless you have permission from the author of the corresponding work and provided you give appropriate acknowledgement of the source.

    If you are having problems accessing these resources please email cflack@cambridge.org

  • Authors

    A. Colin Cameron, University of California, Davis
    A. Colin Cameron is Professor of Economics at the University of California, Davis. He currently serves as Director of that university's Center on Quantitative Social Science Research. He has also taught at the Ohio State University, and held short-term visiting positions at Indiana University at Bloomington and at a number of Australian and European universities. His research in microeconometrics has appeared in leading econometrics and economics journals. He is coauthor with Pravin Trivedi of Regression Analysis of Count Data (Econometric Society Monograph series No. 30, Cambridge University Press).

    Pravin K. Trivedi, Indiana University, Bloomington
    Pravin K. Trivedi is John H. Rudy Professor of Economics at Indiana University at Bloomington. He has also taught at The Australian National University and University of Southampton, and has held short term visiting positions at a number of European universities. His research in microeconometrics has appeared in most leading econometrics and health economics journals. He coauthored Regression Analysis of Count Data with Colin Cameron and is on the editorial boards of the Econometrics Journal and the Journal of Applied Econometrics.

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