Applied Microeconometrics Using Stata | 
| Authors: A. Colin Cameron, Pravin K. Trivedi
Publisher: Stata Press
Category: Book
List Price: $79.95
Buy New: $75.48
You Save: $4.47 (6%)
Sales Rank: 244441
Media: Paperback
Edition: 1
Number Of Items: 1
ISBN: 1597180165
Dewey Decimal Number: 519
EAN: 9781597180160
ASIN: 1597180165
Publication Date: December 15, 2008 (New: Last 30 Days)
Shipping: Eligible for Super Saver Shipping
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Product Description
Covering important topics omitted from basic introductions to Stata,b Microeconometrics Using Stata/bshows how to do microeconometric research using Stata. It provides the most complete and up-to-date survey of microeconometric methods available in Stata. pAfter a brief introduction to Stata, the authors present linear regression, simulation, and generalized least squares methods. The section on cross-sectional techniques is complete with up-to-date treatments of instrumental-variables methods for linear models as well as quantile regression methods. The next section covers estimators for the parameters of linear panel-data models. The book explores standard random-effects and fixed-effects methods, along with mixed linear models used in many areas outside of econometrics. After introducing methods for nonlinear regression models, the authors discuss how to code new, nonlinear estimators in Stata. They show how to easily implement new nonlinear estimators. The authors also cover inference using analytical and bootstrap approximations to the distribution of test statistics. The book then contains a section on methods for different nonlinear models, including multinomial, selection, count-data, and nonlinear panel-data models. pBy combining intuitive introductions and detailed discussions of Stata examples, this bookprovides an invaluable hands-on introduction to microeconometrics.
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