Microeconometrics Methods and Applications

A. Colin Cameron and Pravin K. Trivedi 2005

Cambridge University Press

CONTENTS
I Preliminaries
1 Overview 3
2 Causal and Noncausal Models 18
3 Microeconomic Data Structures 39
II Core Methods
4 Linear Models 65
5 Maximum Likelihood and Nonlinear Least-Squares Estimation 116
6 Generalized Method of Moments and Systems Estimation 166
7 Hypothesis Tests 223
8 Specification Tests and Model Selection 259
9 Semiparametric Methods 294
10 Numerical Optimization 336
III Simulation-Based Methods
11 Bootstrap Methods 357
12 Simulation-Based Methods 384
13 Bayesian Methods 419
IV Models for Cross-Section Data
14 Binary Outcome Models 463
15 Multinomial Models 490
16 Tobit and Selection Models 529
17 Transition Data: Survival Analysis 573
18 Mixture Models and Unobserved Heterogeneity 611
19 Models of Multiple Hazards 640
20 Models of Count Data 665
V Models for Panel Data
21 Linear Panel Models: Basics 697
22 Linear Panel Models: Extensions 743
23 Nonlinear Panel Models 779
VI Further Topics
24 Stratified and Clustered Samples 813
25 Treatment Evaluation 860
26 Measurement Error Models 899
27 Missing Data and Imputation 923
A Asymptotic Theory 943
B Making Pseudo-Random Draws 957
References 961
Index 999

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