A. Colin Cameron, Pravin K. TrivediCambridge University Press, 5/9/2005EAN 9780521848053, ISBN10: 0521848059Hardcover, 1056 pages, 25.7 x 18.3 x 4.3 cmLanguage: EnglishThis 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.1. Introduction2. Causal and non-causal models3. Microeconomic data structures4. Linear models5. ML and NLS estimation6. GMM and systems estimation7. Hypothesis tests8. Specification tests and model selection9. Semiparametric methods10. Numerical optimization11. Bootstrap methods12. Simulation-based methods13. Bayesian methods14. Binary outcome models15. Multinomial models16. Tobit and selection models17. Transition datasurvival analysis18. Mixture models and unobserved heterogeneity19. Models of multiple hazards20. Models of count data21. Linear panel modelsbasics22. Linear panel modelsextensions23. Nonlinear panel models24. Stratified and clustered samples25. Treatment evaluation26. Measurement error models27. Missing data and imputationA. Asymptotic theoryB. Making pseudo-random draw.'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
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