[E-Book] Microeconometrics Methods and Applications by A. Colin Cameron and Pravin K. Trivedi

by Economic Journal Division HIMA ESP FEB UNPAD

Click here to download E-Book

Microeconometrics Methods and Applications
A. Colin Cameron and Pravin K. Trivedi


I. Preliminaries
1 Overview
2 Causal and Noncausal Models
3 Microeconomic Data Structures

II. Core Methods
4 Linear Model
5 Maximum Likelihood and Nonlinear Least-Squares Estimation
6 Generalized Method of Moments 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. Models for Cross-Section Data
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 Models of Count Data

V. Models for Panel Data
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

A Asymptotic Theory

B Making Pseudo-Random Draws

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