Microeconometrics: Methods and Applications by A. Colin Cameron and P.K. Trivedi

A. Colin Cameron and Pravin K. Trivedi

MICROECONOMETRICS USING STATA

Stata Press, 692 pages, forthcoming.

This book explains how to perform modern regression analysis of cross-section and panel data using the computer package Stata.

The main audience is graduate students and researchers in economics and related social sciences such as political science and sociology. For them this book can be used as an adjunct to graduate-level texts such as Cameron and Trivedi (2005), Greene (2008) or Wooldridge (2002).

At the same time, the book can also be used in an undergraduate econometrics class, as a complement to an appropriate undergraduate-level text. It includes introductions to topics such as OLS, IV regression, fixed and random effects panel data models, and logit and probit models.
Estimated shipment date is December 4 2008 (the book is currently at the printer).

CHAPTER OUTLINE
Page     1   1. Stata Basics
Page   29   2. Data Management and Graphics
Page   71   3. Linear Regression Basics
Page 113   4. Simulation
Page 147   5. GLS Regression
Page 171 6. Linear Instrumental Variables Regression
Page 205 7. Quantile Regression
Page 229 8. Linear Panel Models: Basics
Page 281 9. Linear Panel Models: Extensions
Page 313 10. Nonlinear Regression Methods
Page 351 11. Nonlinear Optimization Methods
Page 385 12. Testing Methods
Page 415 13. Bootstrap Methods
Page 445 14. Binary Outcome Models
Page 477 15. Multinomial Models
Page 521 16. Tobit and Selection Models
Page 553 17. Count Data Models
Page 601 18. Nonlinear Panel Models
Page 633 A. Programming in Stata
Page 647   B. Mata
Page 661 Glossary of Abreviations, References, Author Index, Subject Index`

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