A. Colin Cameron and Pravin K. Trivedi

MICROECONOMETRICS USING STATA

Revised Edition (2010)
Stata Press, 706 pages.

Original Edition (2009)
Stata Press, 692 pages.


Revised edition





Front cover
The book can be obtained from:
NEW: RUNNING PROGRAMS IN STATA 12 (September 2, 2011)
REVISED EDITION (March 4, 2010) for Stata 11
ORIGINAL EDITION (December, 2008) for Stata 10.1 (and still fine for Stata 11)
CHAPTER OUTLINE (Original edition and Revised edition)

     Original / Revised
Page     1       1       1.  Stata Basics

Page   29     31       2.  Data Management and Graphics
Page   71     73       3.  Linear Regression Basics
Page 113   119       4.  Simulation
Page 147   153       5.  GLS Regression
Page 171   177       6.  Linear Instrumental Variables Regression
Page 205   211       7.  Quantile Regression
Page 229   235       8.  Linear Panel Models: Basics
Page 281   287       9.  Linear Panel Models: Extensions
Page 313   319     10.  Nonlinear Regression Methods
Page 351   363     11.  Nonlinear Optimization Methods
Page 385   399     12.  Testing Methods
Page 415   429     13.  Bootstrap Methods
Page 445   459     14.  Binary Outcome Models
Page 477   491     15.  Multinomial Models
Page 521   535     16.  Tobit and Selection Models
Page 553   567     17.  Count Data Models
Page 601   615     18.  Nonlinear Panel Models
Page 633   645      A.  Programming in Stata
Page 647   661      B.  Mata
Page 661   675            Glossary of Abreviations, References, Author Index, Subject Index`

DATA SETS

The datasets and programs for all chapters are easily downloaded from the Stata book website
Book website for Revised edition: includes All Programs and Data and detailed Table of Contents

The same Stata datasets are also given individually below


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