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
- 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