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Microeconometrics

A. Colin Cameron, Pravin K. Trivedi · ISBN 9780521848053
Microeconometrics | Zookal Textbooks | Zookal Textbooks
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Publisher Cambridge University Press
Author(s) A. Colin Cameron / Pravin K. Trivedi
Subtitle Methods and Applications
Published 9th May 2005
Related course codes BUSS7904 - Advanced Quantitative Methods, ECMT6002 - Econometric Applications, ECMT6702 - Econometric Applications A

Methods and Applications

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.
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