TABLE OF CONTENTS
I: PRELIMINARIES |
1. Overview 2. Causal and Noncausal Models 3. Microeconomic Data Structures |
II: CORE METHODS |
4. Linear models 5. ML and NLS estimation 6. GMM and Systems Estimation 7. Hypothesis Tests 8. Specification Tests and Model Selection 9. Semiparametric Methods 10. Numerical Optimization |
III: SIMULATION-BASED
METHODS |
11. Bootstrap Methods 12. Simulation-based Methods 13. Bayesian Methods |
IV: CROSS-SECTION
DATA MODELS |
14. Binary Outcome Models 15. Multinomial Models 16. Tobit and Selection Models 17. Transition Data: Survival Analysis 18. Mixture Models and Unobserved Heterogeneity 19. Models of Multiple Hazards 20. Count Data Models |
V: PANEL DATA
MODELS |
21. Linear Panel Models: Basics 22. Linear Panel Models: Extensions 23. Nonlinear Panel Models |
VI: FURTHER TOPICS |
24. Stratified and Clustered Samples 25. Treatment Evaluation 26. Measurement Error Models 27. Missing Data and Imputation |
APPENDICES |
A. Asymptotic Theory B. Making Pseudo-Random Draws |