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 ...
, Microeconometrics
This book provides a comprehensive treatment of microeconometrics, the analysis of
individual-level data on the economic behavior of individuals or firms using regres-
sion methods applied to cross-section and panel data. The book is oriented to the prac-
titioner. A good understanding of the linear regression model with matrix algebra is
assumed. The text can be used for Ph.D. courses in microeconometrics, in applied
econometrics, or in data-oriented microeconomics sub-disciplines; and as a reference
work for graduate students and applied researchers who wish to fill in gaps in their
tool kit. Distinguishing features include emphasis on nonlinear models and robust
inference, as well as chapter-length treatments of GMM estimation, nonparametric
regression, simulation-based estimation, bootstrap methods, Bayesian methods, strati-
fied and clustered samples, treatment evaluation, measurement error, and missing data.
The book makes frequent use of empirical illustrations, many based on seven large and
rich data sets.
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 has 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 Regres-
sion Analysis of Count Data.
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 econo-
metrics and health economics journals. He coauthored Regression Analysis of Count
Data with A. Colin Cameron and is on the editorial boards of the Econometrics Journal
and the Journal of Applied Econometrics.
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