An outstanding introduction to microeconometrics and how to do microeconometric research using Stata, this book covers topics often left out of microeconometrics textbooks and omitted from basic introductions to Stata. Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. They begin by introducing simulation methods and then use them to illustrate features of the estimators and tests described in the rest of the book. They address each topic with an in-depth Stata example and demonstrate how to use Stata’s programming features to implement methods for which Stata does not have a specific command.
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Book Description
Editorial Reviews
About the Author
University of California, California, USA Indiana University, Bloomington, Indiana, USA
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7 of 7 people found the following review helpful:
5.0 out of 5 stars
Very useful,
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This review is from: Microeconometrics Using Stata (Paperback)
Microeconomics using STATA is more than expected. It gives you clear explanation on how to implement in STATA the most recent econometric tools. Codes commented in the book are available on the internet site authors provide. They work smoothly even though are for STATA ver. 10. I also used it with STATA ver. 9 with small changes. The book requires good knowledge about statistics, inference, and econometric. The best is to have an advanced book such as: Cameron , A. Colin and Pravin K. Trivedi. Microeconometrics: Methods and Applications, 1st edition, Cambridge, 2005; or Greene, William H. Econometric Analysis. 6th Edition, Prentice Hall. 2008; or MacKinnon, James G. and Russell Davidson. Econometric Theory and Methods, 1st edition, Oxford University Press, 2003; or any other book of advanced econometrics.
8 of 10 people found the following review helpful:
3.0 out of 5 stars
Don't buy it if you have Stata documentation set,
By Applied Stats "Gen" (NY, USA) - See all my reviews
This review is from: Microeconometrics Using Stata (Paperback)
The book is worth purchasing if you do not have STATA documentation set. However, it adds little to the already existing STATA manuals. I thought this book would accompany Cameron & Trivedi (excellent) book "Microeconometrics - Methods and Applications" but that's not the case.
1 of 1 people found the following review helpful:
5.0 out of 5 stars
Microeconometrics,
Amazon Verified Purchase(What's this?)
This review is from: Microeconometrics Using Stata (Paperback)
If you are a student or researcher in the area of Microeconometrics and use Stata then this book is a must in your personal library as a ready reference.
It covers all the necessary stuff. The first two chapters gives a review of how to use Stata effectively and efficiently. Then it goes on to discuss how to do OLS, GLS, Quantile Regression, Panel Models, Non-linear Models, Bootstrapping, Limited Dependent Variable Models (Logit, Probit) and Tobit. If you are thinking of buying this book then definitely you have got the reference from your colleague or friend or instructor. I can only add that the book is completely worth the price.
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Inside This Book
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Key Phrases - Statistically Improbable Phrases (SIPs):
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poisson docvis, cluster clustvar, age female income, skedasticity function, estat firststage, nonlinear panel models, estat hettest, xthtaylor command, nbreg command, binary outcome models, sureg command, many estimation commands, xtabond command, intrinsic heteroskedasticity, ereturn post, mpg price weight, xtmixed command, estat bootstrap, prvalue command, xtpoisson command, default standard errors, mata command, mlogit command, occ south smsa ind, xtreg lwage Key Phrases - Capitalized Phrases (CAPs): (learn more)
Min Max, Obs Mean Std, Monte Carlo, Adj R-squared, Robust Std, Percent Cum, Observed Bootstrap Normal-based, Medical Expenditure Panel Survey, Program Files, Actual Data, Do-file Editor, Sum of Wgt, Percentiles Smallest, Equation Obs Parms, Largest Std, Mata Mata, Percentile-t Wald, Random-effects Parameters Estimate Std, Panel-Data Reference Manual, Getting Started, Regression Basics Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
poisson docvis, cluster clustvar, age female income, skedasticity function, estat firststage, nonlinear panel models, estat hettest, xthtaylor command, nbreg command, binary outcome models, sureg command, many estimation commands, xtabond command, intrinsic heteroskedasticity, ereturn post, mpg price weight, xtmixed command, estat bootstrap, prvalue command, xtpoisson command, default standard errors, mata command, mlogit command, occ south smsa ind, xtreg lwage Key Phrases - Capitalized Phrases (CAPs): (learn more)
Min Max, Obs Mean Std, Monte Carlo, Adj R-squared, Robust Std, Percent Cum, Observed Bootstrap Normal-based, Medical Expenditure Panel Survey, Program Files, Actual Data, Do-file Editor, Sum of Wgt, Percentiles Smallest, Equation Obs Parms, Largest Std, Mata Mata, Percentile-t Wald, Random-effects Parameters Estimate Std, Panel-Data Reference Manual, Getting Started, Regression Basics Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
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