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Microeconometrics : methods and applications / A. Colin Cameron, Pravin K. Trivedi.

By: Contributor(s): Material type: TextPublication details: Cambridge ; New York : Cambridge University Press, 2005.Description: xxii, 1034 p. : ill. ; 27 cmISBN:
  • 0521848059 (hardcover)
  • 9780521848053
Subject(s): LOC classification:
  • HB172 .C14
Contents:
1. Overview -- 2. Causal and noncasual models -- 3. Microeconomic data structures -- 4. Linear models -- 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 -- 11. Bootstrap methods -- 12. Simulation-based methods -- 13. Bayesian methods -- 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 -- 21. Linear panel models : basics -- 22. Linear panel models : extensions -- 23. Nonlinear panel models -- 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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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Methodist University Library Main General Stacks Reference HB172 .C14 (Browse shelf(Opens below)) 1 Available 37908

Includes tables.

1. Overview -- 2. Causal and noncasual models -- 3. Microeconomic data structures -- 4. Linear models -- 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 -- 11. Bootstrap methods -- 12. Simulation-based methods -- 13. Bayesian methods -- 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 -- 21. Linear panel models : basics -- 22. Linear panel models : extensions -- 23. Nonlinear panel models -- 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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