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.
FREE Two-Day Shipping for Students. Learn more |
 Sell Back Your Copy for $37.20
Whether you buy it used on Amazon for $54.70 or somewhere else, you can sell it back through our Book Trade-In Program at the current price of $37.20.
Used Price$54.70
Trade-in Price$37.20
Price after
Trade-in$17.50 |
Book Description
Special Offers and Product Promotions
- Buy $50 in qualifying physical textbooks, get $5 in Amazon MP3 Credit. Here's how (restrictions apply)
Frequently Bought Together
Editorial Reviews
Review
"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
"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
Book Description
This book deals with methods and models of microeconometrics, the statistical modeling of behavioral relationships based on data from sample surveys or actual or quasi-social experiments. The book is oriented to the graduate student and researcher using such data. The level of the book is post-first year PhD economics.
Product Details
Would you like to update product info or give feedback on images?
|
More About the Authors
Discover books, learn about writers, read author blogs, and more.
Customer Reviews
|
Share your thoughts with other customers:
|
||||||||||||||||||||||
|
Most Helpful Customer Reviews
16 of 16 people found the following review helpful:
5.0 out of 5 stars
Fantastic Book for Empirical Economists,
By
This review is from: Microeconometrics: Methods and Applications (Hardcover)
I am using this text to teach a first-year graduate course in econometrics (following a mathematical stats course) at the University of Florida. Myself and my students have been very happy with the intuitive approach of the book, and I have personally appreciated the good end-of-chapter problems that I can assign to my students. This is a GREAT addition to my library and should be on the shelf of any grad student who works with data.
20 of 21 people found the following review helpful:
5.0 out of 5 stars
Comprehensive Treatment of Microeconometrics,
This review is from: Microeconometrics: Methods and Applications (Hardcover)
This book will probably not supercede Wooldridge as the standard text for panel and cross-sectional econometrics. However, it will prove more useful for the student and practitioner as I think this book is more practical. There is extensive coverage of data and of techniques like bootstrapping, that you will not find in Wooldridge. The sheer volume of material presented should be sufficient to get you going in just about any area you will encounter in the field. I think that this book should be used in conjunction with Wooldridge and should be a part of your library.
4 of 4 people found the following review helpful:
4.0 out of 5 stars
Microeconometrics,
This review is from: Microeconometrics: Methods and Applications (Hardcover)
The book is useful for current line of microeconometric research. However, its presentation is similar to Greene (Econometrics Analysis). So if you are not comfortable with Green this text will not be best for you.
Share your thoughts with other customers: Create your own review
|
|
Inside This Book
(learn more)
Key Phrases - Statistically Improbable Phrases (SIPs):
(learn more)
binary outcome models, random parameters logit model, linear panel models, corresponding sample moment conditions, more refined asymptotic theory, normal product rule, exponential conditional mean, gth equation, one endogenous regressor, postdisplacement job, propensity score estimators, index function model, asymptotic refinement, paired bootstrap, estimated asymptotic variance matrix, equicorrelated errors, scalar regressor, jumping distribution, linear panel data models, stacked instruments, potential outcome model, multiplicative effects model, strong exogeneity assumption, weaker distributional assumptions, microeconometrics applications Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Bibliographic Notes, Practical Considerations Most, Residual Figure, Sklar's Theorem, United States, Linear Regression Estimates New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
binary outcome models, random parameters logit model, linear panel models, corresponding sample moment conditions, more refined asymptotic theory, normal product rule, exponential conditional mean, gth equation, one endogenous regressor, postdisplacement job, propensity score estimators, index function model, asymptotic refinement, paired bootstrap, estimated asymptotic variance matrix, equicorrelated errors, scalar regressor, jumping distribution, linear panel data models, stacked instruments, potential outcome model, multiplicative effects model, strong exogeneity assumption, weaker distributional assumptions, microeconometrics applications Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Bibliographic Notes, Practical Considerations Most, Residual Figure, Sklar's Theorem, United States, Linear Regression Estimates New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Books on Related Topics
(learn more)
|
What Other Items Do Customers Buy After Viewing This Item?
Tags Customers Associate with This Product(What's this?)Click on a tag to find related items, discussions, and people.
|
Sell a Digital Version of This Book in the Kindle Store
If you are a publisher or author and hold the digital rights to a book, you can sell a digital version of it in our Kindle Store.
Learn more
Customer Discussions
|
This product's forum
Active discussions in related forums
Search Customer Discussions
|
Related forums
|
Listmania!
|
|
