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2013-08-30
[size=+2]A. Colin Cameron and Pravin K. Trivedi

SUPPLEMENT TO MICROECONOMETRICS:
METHODS AND APPLICATIONS


Cambridge University Press, New York, May 2005
  • This book provides a comprehensive treatment of microeconometrics.
  • 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 microecomics sub-disciplines.
  • The text can be used 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, stratified 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 / University of California - Davis / http://www.econ.ucdavis.edu/faculty/cameron
Pravin K. Trivedi / Indiana University - Bloomington / http://php.indiana.edu/~trivedi
















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2013-11-12 19:39:09
好东西
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2013-11-14 10:03:34
经典教材
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2014-1-2 23:22:07
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2014-1-2 23:23:15
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2018-3-18 23:07:41
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