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## Microeconometrics Using Stata, Revised Edition |
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Click to enlarge See the back cover |
$65.00 Print Add to carteBook not available for this title |
Author index
Subject index Errata Download the datasets used in this book (from stata-press.com) Download the brochure (PDF) |
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## Comment from the Stata technical group
The revised edition has been updated to reflect the new features available
in Stata 11 germane to microeconomists. Instead of using
Early in the book, Cameron and Trivedi introduce simulation methods and then
use them to illustrate features of the estimators and tests described in the
rest of the book. While simulation methods are important tools for
econometricians, they are not covered in standard textbooks. By introducing
simulation methods, the authors arm students and researchers with techniques
they can use in future work. Cameron and Trivedi address each topic with an in-depth Stata example, and
they reference their 2005 textbook,
The authors also show how to use Stata’s programming features to implement methods for which Stata does not have a specific command. Although the book is not specifically about Stata programming, it does show how to solve many programming problems. These techniques are essential in applied microeconometrics because there will always be new, specialized methods beyond what has already been incorporated into a software package. Cameron and Trivedi’s choice of topics perfectly reflects the current practice of modern microeconometrics. After introducing the reader to Stata, the authors introduce linear regression, simulation, and generalized least-squares methods. The section on cross-sectional techniques is thorough, with up-to-date treatments of instrumental-variables methods for linear models and of quantile-regression methods. The next section of the book covers estimators for the parameters of linear panel-data models. The authors’ choice of topics is unique: after addressing the standard random-effects and fixed-effects methods, the authors also describe mixed linear models—a method used in many areas outside of econometrics. Cameron and Trivedi not only address methods for nonlinear regression models but also show how to code new nonlinear estimators in Stata. In addition to detailing nonlinear methods, which are omitted from most econometrics textbooks, this section shows researchers and students how to easily implement new nonlinear estimators. The authors next describe inference using analytical and bootstrap approximations to the distribution of test statistics. This section highlights Stata’s power to easily obtain bootstrap approximations, and it also introduces the basic elements of statistical inference. Cameron and Trivedi then include an extensive section about methods for different nonlinear models. They begin by detailing methods for binary dependent variables. This section is followed by sections about multinomial models, tobit and selection models, count-data models, and nonlinear panel-data models. Two appendices about Stata programming complete the book.
The unique combination of topics, intuitive introductions to methods, and
detailed illustrations of Stata examples make |
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## Table of contentsView table of contents >> |