Micro-Econometrics：Methods of Moments and Limited Dependent Variables
Second Edition (2010)
GAUSS  and STATA were used.
published by Springer
789 pages
pdf fromat
The book consists of three parts in the main text, with each part having a number of chapters, and three appendices. The first part (Chapters 1 and 2) in the main text is for methods of moments for linear models, the second part (Chapter 3–6) is for nonlinear models and parametric methods for LDV models, and the third part (Chapter 7–9) is for semiparametric and nonparametric methods.the book can be used as a first year textbook in graduate econometrics courses. In this book, theoretically oriented readers will find an overview on micro-econometrics, and applied researchers will find helpful informations on how to apply micro-econometric techniques; there will be something for everybody.